ANNEXE F : Test de Klein
|
Types
|
|
I
|
II
|
III
|
|
rZ i Z j
|
rz ; z2
|
- 0 .296
|
-0 .42
|
- 0. 5
|
|
2
rz1;z2
|
0.0876
|
0.1764
|
0.25
|
|
rZ2Z 3
|
0.463
|
0.423
|
0.393
|
|
2
rZ2Z 3
|
0.21437
|
0.1789
|
0. 1 54
|
|
rZ1 Z3
|
-0 .33 7
|
- 0 . 53
|
- 0 . 53 7
|
|
2
rZ1 Z3
|
0.1135
|
0.2809
|
0.288369
|
|
R 2
|
0.92 1
|
R2 = 0.904
|
0.95 2
|
rZiZj : coefficients de corrélation simple entre
les variables explicatives Z1 , Z2 et
Z3 R : coefficient de détermination
calculé sur le modèle
2
ANNEXE G : Test d'indicateur de tolérance
|
|
Types
|
|
|
|
I
|
|
II
|
|
III
|
|
|
2
Rk
|
2 0. 1 3 8
R 1 =
|
|
2 0 .327
R 1 =
|
|
2
R 1 = 0. 3 87
|
|
|
2
R 2 = 0.237
|
|
2
R 2 = 0.232
|
|
2
R 2 = 0.272
|
|
|
2 0.258
R 3 =
|
|
2 0 .329
R 3 =
|
|
2
R 3 = 0.3 09
|
|
|
|
|
|
|
2
Tolk = 1 - Rk
|
Tol1 = 1-0 . 1 3 8 =
|
0. 8 62;
|
Tol1 = 1-0.3 27 =
|
0. 673;
|
Tol1 = 1-0. 3 87 =
|
0. 6 1 3;
|
|
Tol2 = 1-0. 23 7 =
|
0. 763;
|
Tol2 = 1-0.232 =
|
0.768;
|
Tol2 = 1-0 .272 =
|
0.728;
|
|
Tol3 = 1-0.258 =
|
0.742
|
Tol3 = 1-0.329 =
|
0. 67 1
|
Tol3 = 1-0.3 09 =
|
0. 69 1
|
Rk : Proportion de la variable
Zk expliquée par les autres Zj (
j 1 k ).
2
14
ANNEXE H : Test d'homoscédasticité des
erreurs (Test de Bartlett) pour le type I
|
|
No
|
|
Q
|
|
Qà
|
ei
|
|
(Se 2 ) i
|
|
Sous-échantillon 1
|
|
1
|
|
14
|
|
15.03972
|
-1.03972
|
|
1 7.97842
|
|
2
|
|
16
|
|
19.08419
|
-3.08419
|
|
|
3
|
|
16
|
|
12.23377
|
3.766233
|
|
|
4
|
|
18
|
|
19.12114
|
-1.12114
|
|
|
5
|
|
22
|
|
19.09148
|
2.908522
|
|
|
6
|
|
25
|
|
20.04198
|
4.958018
|
|
|
7
|
|
27
|
|
30.55816
|
-3.55816
|
|
|
8
|
|
28
|
|
35.54246
|
-1.03972
|
|
|
|
|
|
|
|
Sous-échantillon 2
|
|
1
|
|
30
|
|
30.28
|
-.28
|
|
7.988875
|
|
2
|
|
32
|
|
32.21
|
-.21
|
|
|
3
|
|
35
|
|
37.05
|
-2.05
|
|
|
4
|
|
42
|
|
42.05
|
-.05
|
|
|
5
|
|
45
|
|
41.66
|
3.34
|
|
|
6
|
|
60
|
|
60.76
|
-.76
|
|
|
= ? 8
14 log
Q ? * 1 7.
? 14
1
l 1
= +
|
97842 +
k
? 1
? ?=
? i n i
1
|
6
* 7. 988875
14
- 1 ? l =
n ? 1
?
|
? 8 log 1 7. 97842 6 log 7. 988875 ]
? - [ +
?
1 1 1 1 ?
+ ? + - 1 . 07413
? ? l =
3 ? 8 6 14?
|
Q = 0. 459913
Q = 0 .428 l
|
|
3( k - 1)
|
15
ANNEXE I : Test d'homoscédasticité des
erreurs (Test de Bartlett) pour le type II
|
No
|
Q
|
Qà
|
ei
|
(Se2)i
|
|
Sous-échantillon 1
|
1
|
40
|
42.06
|
-2.06
|
4 1.91105
|
|
2
|
45
|
46.7
|
-1.7
|
|
3
|
47
|
48.99
|
-1.99
|
|
4
|
58
|
59.77
|
-1.77
|
|
5
|
65
|
52.16
|
12.84
|
|
6
|
72
|
76.55
|
-4.55
|
|
7
|
75
|
67.1
|
7.9
|
|
|
Sous-échantillon 2
|
1
|
75
|
78.35
|
-3.35
|
39.71127
|
|
2
|
81
|
75.89
|
5.11
|
|
3
|
84
|
80.6
|
3.4
|
|
4
|
95
|
99.44
|
-4.44
|
|
5
|
97
|
95.41
|
1.59
|
|
6
|
100
|
97.83
|
2.17
|
|
7
|
48
|
61.16
|
-13.16
|
|
Q =14log( 4 * 4 1 .91105 + 4 * 39.71127 ) - [7log 4
1.91105 + 7log 39.71127] = Q= 0.0022.9
l=1 + 111 + 1 - 1 l =1.071429
Q = 0.002062
3 ? 7 7 14 ? l
|
16
ANNEXE J : Test d'homoscédasticité des
erreurs (Test de Bartlett) pour le type III
|
No
|
Q
|
Qà
|
ei
|
(Se2)i
|
|
Sous-échantillon 1
|
1
|
69
|
70.3535
|
-1.3535
|
6.543588
|
|
2
|
70
|
71.3171
|
-1.3171
|
|
3
|
75
|
72.7416
|
2.2584
|
|
4
|
76
|
77.6974
|
-1.6974
|
|
5
|
80
|
77.7428
|
2.2572
|
|
6
|
85
|
88.4359
|
-3.4359
|
|
7
|
90
|
86.7117
|
3.2883
|
|
|
Sous-échantillon 2
|
1
|
92
|
93.2758
|
-1.2758
|
0.613293
|
|
2
|
93
|
92.5503
|
.4497
|
|
3
|
97
|
95.8695
|
1.1305
|
|
4
|
108
|
108.2408
|
-.2408
|
|
5
|
120
|
120.0247
|
-.0247
|
|
6
|
125
|
125.5257
|
-.5257
|
|
7
|
132
|
131.5133
|
.4867
|
|
Q =14 log( 7 *6.543588+
14 *0.613293j- [7log 6.543588 + 7log 0.613293] Q= 3.527326
l=1+1(1+1-14J~l=1.071428
Q=3.292172
|
17
| 
