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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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Main Author: Teoh, Sian Hoon
Format: Article
Language:English
Published: Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA) 2007
Subjects:
Analysis
Calculus
Analytic mechanics
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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spelling my.uitm.ir.148762016-10-05T08:33:06Z http://ir.uitm.edu.my/id/eprint/14876/ Detecting and correcting for heteroscedasticity / Teoh Sian Hoon Teoh, Sian Hoon Analysis Calculus Analytic mechanics 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. Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA) 2007 Article PeerReviewed text en http://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf Teoh, Sian Hoon (2007) Detecting and correcting for heteroscedasticity / Teoh Sian Hoon. Esteem Academic Journal, 7. pp. 123-133. ISSN 1675-7939
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Analysis
Calculus
Analytic mechanics
spellingShingle Analysis
Calculus
Analytic mechanics
Teoh, Sian Hoon
Detecting and correcting for heteroscedasticity / Teoh Sian Hoon
description 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.
format Article
author Teoh, Sian Hoon
author_facet Teoh, Sian Hoon
author_sort Teoh, Sian Hoon
title Detecting and correcting for heteroscedasticity / Teoh Sian Hoon
title_short Detecting and correcting for heteroscedasticity / Teoh Sian Hoon
title_full Detecting and correcting for heteroscedasticity / Teoh Sian Hoon
title_fullStr Detecting and correcting for heteroscedasticity / Teoh Sian Hoon
title_full_unstemmed Detecting and correcting for heteroscedasticity / Teoh Sian Hoon
title_sort detecting and correcting for heteroscedasticity / teoh sian hoon
publisher Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA)
publishDate 2007
url http://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf
http://ir.uitm.edu.my/id/eprint/14876/
_version_ 1685648581726306304
score 13.160551

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