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...
Saved in:
Main Author: | |
---|---|
Format: | Book |
Published: |
Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA),
2007.
|
Subjects: | |
Online Access: | Link Metadata |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!