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The researcher performed diagnostic tests on the residuals of regression (4). Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to
The researcher performed diagnostic tests on the residuals of regression (4). Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to ? lags ObsR-squared 130.4574 Prob. 228.1305 Prob. Chi-square(2) coooo coooo QI 2. Based on the Breusch and Godfrey test, what is the of the lag of the serial correlation in the null hypothesis? [2] QI 3. What can you infer from the Breusch and Godfrey test results? [2] The researcher is concerned With multicollinearity problem. She produced the correlation table below. Note that LSFA = log(SFLA) and L SP = log(selling price). BATHS BEDS LSFA VACANT STORIES -0.61 -0.39 -0.33 -0.20 BATHS -0.61 0.75 0.70 BEDS -089 0.67 0.51 0.42 LSFA -0.33 0.75 0.67 0.70 0.51 -0.16 0.39 VACANT -0.16 STORIES 0.42 0.39 -0.05
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