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: | https://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf |
| _version_ | 1796900101856165888 |
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| author | Teoh, Sian Hoon |
| author_facet | Teoh, Sian Hoon |
| author_sort | Teoh, Sian Hoon |
| collection | UITM |
| 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. |
| first_indexed | 2024-03-06T01:30:37Z |
| format | Article |
| id | oai:ir.uitm.edu.my:14876 |
| institution | Universiti Teknologi MARA |
| language | English |
| last_indexed | 2024-03-06T01:30:37Z |
| publishDate | 2007 |
| publisher | Universiti Teknologi MARA, Pulau Pinang & Pusat Penerbitan Universiti (UPENA) |
| record_format | dspace |
| spelling | oai:ir.uitm.edu.my:148762016-10-05T08:33:06Z https://ir.uitm.edu.my/id/eprint/14876/ Detecting and correcting for heteroscedasticity / Teoh Sian Hoon esteem 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 https://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf Detecting and correcting for heteroscedasticity / Teoh Sian Hoon. (2007) ESTEEM Academic Journal <https://ir.uitm.edu.my/view/publication/ESTEEM_Academic_Journal/>, 3. pp. 123-133. ISSN 1675-7939 https://uppp.uitm.edu.my |
| spellingShingle | Analysis Calculus Analytic mechanics Teoh, Sian Hoon Detecting and correcting for heteroscedasticity / Teoh Sian Hoon |
| title | 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_short | Detecting and correcting for heteroscedasticity / Teoh Sian Hoon |
| title_sort | detecting and correcting for heteroscedasticity teoh sian hoon |
| topic | Analysis Calculus Analytic mechanics |
| url | https://ir.uitm.edu.my/id/eprint/14876/1/AJ_TEOH%20SIAN%20HOON%20ESTEEM%2007.pdf |
| work_keys_str_mv | AT teohsianhoon detectingandcorrectingforheteroscedasticityteohsianhoon |