Detecting and correcting for heteroscedasticity / Teoh Sian Hoon

The discussion of this paper focuses on detecting the presence of heteroscedasticity using two methods simultaneously: (1) a graph of the residuals versus the independent variable, and (2) Goldfeld- Quandt test. These two methods were applied for the accuracy of detecting heteroscedasticity. Weighte...

詳細記述

保存先:
書誌詳細
第一著者: Teoh, Sian Hoon
フォーマット: 論文
言語:English
出版事項: Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA) 2007
主題:
オンライン・アクセス:http://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf
http://ir.uitm.edu.my/id/eprint/14876/
タグ: タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
その他の書誌記述
要約:The discussion of this paper focuses on detecting the presence of heteroscedasticity using two methods simultaneously: (1) a graph of the residuals versus the independent variable, and (2) Goldfeld- Quandt test. These two methods were applied for the accuracy of detecting heteroscedasticity. Weighted least squares was used in correcting the presence of heteroscedasticity. A clear picture on detecting and correcting heteroscedasticity was discussed in a case study. SPSS was used in plotting the graph of residuals against the independent variable and also in analyzing data using weighted least squares.