4. Glejser Test (Obtaining residuals e, from the original model, (2)Regressing the absolute values of ei, el,on the X variable lei l=B+B2Xi+v (11.7) eil =B+B2x+V (1.8) e|=B1+B2(x)+v(19 (3)Null hypotheses: here is no heteroscedasticity, that is: B2=0 ITIA If this hypothesis is rejected, there is probably evidence of heteroscedasticity4.Glejser Test (1)Obtaining residuals ei from the original model, (2)Regressing the absolute values of ei , |ei | , on the X variable . |ei | =B1+B2Xi +vi (11.7) |ei | =B1+B2 +vi (11.8) |ei | =B1+B2 +vi (11.9) (3)Null hypotheses: There is no heteroscedasticity, thatis : B2=0. If this hypothesis is rejected, there is probably evidence of heteroscedasticity. X i 1       Xi