Teoh, Sian Hoon
(2007)
Detecting and correcting for heteroscedasticity / Teoh Sian Hoon.
ESTEEM Academic Journal, 3.
pp. 123-133.
ISSN 1675-7939
Official URL: https://uppp.uitm.edu.my
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.
Metadata
| Item Type: | Article |
|---|---|
| Creators: | Creators Email / ID Num. Teoh, Sian Hoon UNSPECIFIED |
| 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 |
| UiTM Journal Collections: | UiTM Journal > ESTEEM Academic Journal (EAJ) |
| ISSN: | 1675-7939 |
| Volume: | 3 |
| Page Range: | pp. 123-133 |
| Keywords: | Heteroscedasticity; Weighted least squares; Graph of residuals |
| Date: | 2007 |
| URI: | https://ir.uitm.edu.my/id/eprint/14876 |
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