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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| Format: | Article |
| Language: | English |
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Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA)
2007
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| Online Access: | http://ir.uitm.edu.my/id/eprint/14876/ http://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf |
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uitm-14876 |
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eprints |
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uitm-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 |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
Universiti Teknologi MARA |
| building |
UiTM Institutional Repository |
| collection |
Online Access |
| 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/ http://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf |
| first_indexed |
2023-09-18T22:52:36Z |
| last_indexed |
2023-09-18T22:52:36Z |
| _version_ |
1777417643911806976 |