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One Then Inspects The - The Lagrange Multiplier (LM) Test Statistic Is The Product of The R2 Value and Sample Size

The document discusses using a Lagrange multiplier test statistic to inspect a model. The LM test statistic is calculated as the product of the R-squared value and sample size from a regression model. The regression model has Sales_Volume as the dependent variable and Advertising_Expenditure and Operating_Expenditure as predictors, with an R-squared value of 0.401, F-change significance of 0.004, and Durbin-Watson value of 0.767.

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Md Sifat Khan
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22 views

One Then Inspects The - The Lagrange Multiplier (LM) Test Statistic Is The Product of The R2 Value and Sample Size

The document discusses using a Lagrange multiplier test statistic to inspect a model. The LM test statistic is calculated as the product of the R-squared value and sample size from a regression model. The regression model has Sales_Volume as the dependent variable and Advertising_Expenditure and Operating_Expenditure as predictors, with an R-squared value of 0.401, F-change significance of 0.004, and Durbin-Watson value of 0.767.

Uploaded by

Md Sifat Khan
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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One then inspects the .

The Lagrange multiplier (LM) test statistic is the product of the R2 value and sample size

Model Summary Change Statistics Std. R Error Squar R Adjuste of the e Squa d R Estima Chan F re Square te ge Change
a

Mod el 1

R .633

df1 2

df2 22

Sig. F Change .004

DurbinWatson .767

.401

.347

2974.6 0840

.401

7.365

a. Predictors: (Constant), Advertising_Expenditure, Operating_Expenditure b. Dependent Variable: Sales_Volume

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