<s>
In	O
statistics	O
,	O
the	O
Glejser	B-General_Concept
test	I-General_Concept
for	O
heteroscedasticity	B-General_Concept
,	O
developed	O
in	O
1969	O
by	O
Herbert	O
Glejser	O
,	O
regresses	O
the	O
residuals	O
on	O
the	O
explanatory	O
variable	O
that	O
is	O
thought	O
to	O
be	O
related	O
to	O
the	O
heteroscedastic	B-General_Concept
variance	O
.	O
</s>
<s>
Step	O
1	O
:	O
Estimate	O
original	O
regression	O
with	O
ordinary	B-General_Concept
least	I-General_Concept
squares	I-General_Concept
and	O
find	O
the	O
sample	O
residualsei	O
.	O
</s>
<s>
Step	O
2	O
:	O
Regress	O
the	O
absolute	O
value	O
|ei|	O
on	O
the	O
explanatory	O
variable	O
that	O
is	O
associated	O
with	O
the	O
heteroscedasticity	B-General_Concept
.	O
</s>
<s>
Step	O
3	O
:	O
Select	O
the	O
equation	O
with	O
the	O
highest	O
R2	O
and	O
lowest	O
standard	O
errors	O
to	O
represent	O
heteroscedasticity	B-General_Concept
.	O
</s>
<s>
If	O
γ1	O
is	O
statistically	O
significant	O
,	O
reject	O
the	O
null	B-General_Concept
hypothesis	I-General_Concept
of	O
homoscedasticity	B-General_Concept
.	O
</s>
