Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
JOURNAL OF APPLIED STATISTICS, cilt.42, ss.705-721, 2015 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 42
- Basım Tarihi: 2015
- Doi Numarası: 10.1080/02664763.2014.980791
- Dergi Adı: JOURNAL OF APPLIED STATISTICS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.705-721
- Anahtar Kelimeler: 62J05, 62J20, centered external variable, common heteroscedasticity stabilizing methods, heteroscedasticity, weighting by external variable, butterfly-distributed residuals, ROBUST REGRESSION, MODELS, TRANSFORMATIONS
- Yıldız Teknik Üniversitesi Adresli: Evet
Özet
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.