Robust feasible generalized least squares: A remedial measures of heteroscedasticity

• Main Authors: Rana, Sohel, Fitrianto, Anwar, Khor, Wen Jie, Midi, Habshah, Imon, A. H. M. R.
• Format: Article
• Language: English
• Published: Centre for Environment & Socio-Economic Research Publications 2015
• Online Access: http://psasir.upm.edu.my/id/eprint/46201/1/Robust%20feasible%20generalized%20least%20squares%3B%20a%20remedial%20measures%20of%20heteroscedasticity.pdf; http://psasir.upm.edu.my/id/eprint/46201/; http://www.ceser.in/ceserp/index.php/ijamas/article/view/3725

The assumption of equal error variances (homoscedasticity) is one of the important assumptions for Least Squares (LS) method in linear regression. However, in man y practical situations equal error variances are not exist and the problem of heteroscedasticity occurs. As a consequence, although the L...