RCEV heteroscedasticity test based on the studentized residuals

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Atıf İçin Kopyala

Çelik R.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.48, ss.3258-3268, 2019 (SCI-Expanded)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 48
• Basım Tarihi: 2019
• Doi Numarası: 10.1080/03610926.2018.1475566
• Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.3258-3268
• Yıldız Teknik Üniversitesi Adresli: Evet

Özet

All the usual heteroscedasticity tests in the statistics and econometrics literature are based on raw residuals. Although the raw residuals are heteroscedastic, studentized residuals can still be homoscedastic. In this study, the version of celik's RCEV heteroscedasticity test which is based on studentized residuals is introduced.