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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