An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals

Çelik, Reşit; Erar, Aydin

doi:10.1080/03610926.2016.1271429

An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals

Atıf İçin Kopyala

Çelik R., Erar A.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.46, ss.11514-11538, 2017 (SCI-Expanded)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 46
Basım Tarihi: 2017
Doi Numarası: 10.1080/03610926.2016.1271429
Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
Sayfa Sayıları: ss.11514-11538
Yıldız Teknik Üniversitesi Adresli: Evet

Özet

The aim of this paper is to introduce a new method which corrects residual variances for the butterfly distributed residuals (BDR). Distribution theory, confidence intervals, and tests of hypotheses are valid and meaningful only if the standard regression assumptions are satisfied. Heteroskedasticity is one of the violations of these assumptions and BDR is another type of heteroskedasticity. This study reveals an alternative approach to correct the BDR type of heteroskedasticity by the weighting re-estimated absolute residuals (WRAR). After giving brief information about heteroskedasticity and BDR type of heteroskedasticity, WRAR is introduced. WRAR and the usual variance stabilizing techniques are compared on multiple and simple regression models.