Robust feasible generalized least squares: A remedial measures of heteroscedasticity

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Robust feasible generalized least squares: A remedial measures of heteroscedasticity

The assumption of equal error variances (homoscedasticity) is one of the important assumptions for Least Squares (LS) method in linear regression. However, in man y practical situations equal error variances are not exist and the problem of heteroscedasticity occurs. As a consequence, although the L...

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Bibliographic Details
Main Authors:	Rana, Sohel, Fitrianto, Anwar, Khor, Wen Jie, Midi, Habshah, Imon, A. H. M. R.
Format:	Article
Language:	English
Published:	Centre for Environment & Socio-Economic Research Publications 2015
Online Access:	http://psasir.upm.edu.my/id/eprint/46201/ http://psasir.upm.edu.my/id/eprint/46201/1/Robust%20feasible%20generalized%20least%20squares%3B%20a%20remedial%20measures%20of%20heteroscedasticity.pdf

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