Detecting and correcting for heteroscedasticity / Teoh Sian Hoon

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...

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Bibliographic Details
Main Author: Teoh, Sian Hoon (Author)
Format: Book
Published: Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA), 2007.
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100 1 0 |a Teoh, Sian Hoon  |e author 
245 0 0 |a Detecting and correcting for heteroscedasticity / Teoh Sian Hoon 
260 |b Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA),   |c 2007. 
500 |a https://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf 
520 |a 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. 
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690 |a Analysis 
690 |a Calculus 
690 |a Analytic mechanics 
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787 0 |n https://uppp.uitm.edu.my 
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