An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals

DOI10.1080/03610926.2016.1271429zbMath1462.62410OpenAlexW2567015590MaRDI QIDQ4605234

Reşit Çelik, Aydın Erar

Publication date: 21 February 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1271429

zbMATH Keywords

variance functionheteroskedasticitycentered external variablebutterfly distributed residualsnon constant variancere-estimated absolute residualsstandard deviation function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

RCEV heteroscedasticity test based on the studentized residuals

Uses Software

• SPSS

Cites Work

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• A GRAPHICAL DIAGNOSTIC FOR VARIANCE FUNCTIONS
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• Transformation of the Independent Variables

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