Detecting and correcting for heteroscedasticity / Teoh Sian Hoon

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
Creators:
CreatorsID Num.
Teoh, Sian HoonUNSPECIFIED
Subjects: Q Science > QA Mathematics > Analysis
Q Science > QA Mathematics > Analysis > Calculus
Q Science > QA Mathematics > Analytic mechanics
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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