RCEV heteroscedasticity test based on the studentized residuals


Creative Commons License

Çelik R.

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

  • Cilt numarası: 48
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1080/03610926.2018.1475566
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayısı: ss.3258-3268

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.