Date: Dec 5, 2012 10:08 AM
Author: Halitsky
Subject: Holy Moly, were you right about covariances for Rub and Rubq !!!!
Here is the table for the covariances AubC and AubqC for the
regressions Rub = c on (u,e,u*e) and Rubq = c on
(e,u,u*e,u^2)respectively.
a1 a3 b1 b47 c1 c2 "H-L
C S C S c S c S C S C S Het"
N1 AubC H L H L H L H L H L H L 6
AubqC H L H L H L H L H L H L 6
N2 AubC H L H L H L H L H L H L 6
AubqC H L H L H L H L H L H L 6
N3 AubC L L L L H H H L H H H L 2
AubqC L L H H L H L L H H H L 1
R1 AubC L H L L L L H H H L H H 1
AubqC L H L L L L H H H L H H 1
R2 AubC L H L L H L L H H L H H 2
AubqC L H H L L L L H H L H H 2
R3 AubC L H H L L H L L H H H L 2
AubqC L H H L L H L H H H L H 1
Note that this time, the ?het? singularity is ?H-L Het-ness?, rather
than ?L-H Hetness?, as was the case for the average slopes Auq, Aubu,
Aubqu in the last table posted.
Quite a remarkable result, at least in my naive and ignorant opinion.