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

Authors :
Çelik, Reşit
Source :
Journal of Applied Statistics. Apr2015, Vol. 42 Issue 4, p705-721. 17p. 6 Charts, 4 Graphs.
Publication Year :
2015

Abstract

In the current study, a new method by the weighting absolute centered external variable (WCEV) was proposed to stabilize heteroscedasticity for butterfly-distributed residuals (BDRs). After giving brief information about heteroscedasticity and BDRs, WCEV was introduced. The WCEV and commonly used variance stabilizing methods are compared on a simple and a multiple regression model. The WCEV was also tested for other type of heteroscedasticity patterns. In addition to heteroscedasticity, other regression assumptions were checked for the WCEV. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02664763
Volume :
42
Issue :
4
Database :
Academic Search Index
Journal :
Journal of Applied Statistics
Publication Type :
Academic Journal
Accession number :
100577807
Full Text :
https://doi.org/10.1080/02664763.2014.980791