Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable

DOI10.1080/02664763.2014.980791OpenAlexW1996858018MaRDI QIDQ5130186

Reşit Çelik

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.980791

zbMATH Keywords

heteroscedasticitycentered external variablebutterfly-distributed residualscommon heteroscedasticity stabilizing methodsweighting by external variable

Mathematics Subject Classification ID

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

Related Items (5)

Nonparametric Subset Scanning for Detection of Heteroscedasticity ⋮ An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals ⋮ A new test to detect monotonic and non-monotonic types of heteroscedasticity ⋮ Chaotic structure of oil prices ⋮ RCEV heteroscedasticity test based on the studentized residuals

Uses Software

• SPSS
• SAS

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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• Robust regression:a weighted least squares approach
• Estimating Data Transformations in Nonlinear Mixed Effects Models
• Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points
• Regression Analysis by Example
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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