Teoh, Sian Hoon (2007) Detecting and correcting for heteroscedasticity / Teoh Sian Hoon. Esteem Academic Journal, 7. pp. 123-133. ISSN 1675-7939
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Abstract
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.
| Item Type: | Article | ||||
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| Subjects: | Q Science > QA Mathematics > Analysis Q Science > QA Mathematics > Analysis > Calculus Q Science > QA Mathematics > Analytic mechanics |
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| Divisions: | Universiti Teknologi MARA, Pulau Pinang | ||||
| Journal or Publication Title: | Esteem Academic Journal | ||||
| ISSN: | 1675-7939 | ||||
| Volume: | 7 | ||||
| Page Range: | pp. 123-133 | ||||
| Item ID: | 14876 | ||||
| Uncontrolled Keywords: | Heteroscedasticity; Weighted least squares; Graph of residuals | ||||
| Last Modified: | 05 Oct 2016 08:33 | ||||
| Depositing User: | Staf Pendigitalan 1 | ||||
| URI: | http://ir.uitm.edu.my/id/eprint/14876 |
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