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
Format: Article
Language:English
Published: Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA) 2007
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Online Access:http://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf
http://ir.uitm.edu.my/id/eprint/14876/
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Summary: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.