Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points

QR Code

Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points

Violation of the assumption of homogeneity of variance of the errors in the linear regression model, causes heteroscedasticity. In the presence of heteroscedastic errors, the ordinary least squares (OLS) estimates are unbiased and consistent, but their covariance matrix estimator is biased and no...

Full description

Bibliographic Details
Main Author:	Muhammadu, Adamu Adamu
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Heteroscedasticity Robust statistics
Online Access:	http://psasir.upm.edu.my/id/eprint/69761/ http://psasir.upm.edu.my/id/eprint/69761/1/IPM%202016%204%20-%20IR.pdf

Similar Items

A robust modification of the Goldfeld-Quandt Test for the detection of heteroscedasticity in the presence of outliers
by: Rana, Md. Sohel, et al.
Published: (2008)

Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors
by: Majeed Al-Talib, Bashar Abdul Aziz
Published: (2006)

Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity
by: Ismaeel, Shelan Saied
Published: (2017)

Robust Estimation Methods and Robust Multicollinearity Diagnostics for Multiple Regression Model in the Presence of High Leverage Collinearity-Influential Observations
by: Bagheri, Arezoo
Published: (2011)

Robust Diagnostics and Estimation in Heteroscedastic Regression Model in the Presence of Outliers
by: Rana, Md. Sohel
Published: (2010)

The performance of robust weighted least squares in the presence of outliers and heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2009)

Robust variable selection methods for large- scale data in the presence of multicollinearity, autocorrelated errors and outliers
by: Uraibi, Hassan S.
Published: (2016)

Robust Kernel Density Function Estimation
by: Dadkhah, Kourosh
Published: (2010)

Robust outlier detection and estimation in response surface methodology
by: Mustafa, Mohd Shafie
Published: (2015)

Dual response surface and robust design optimization based on penalty function method
by: Baba, Ishaq Abdullahi
Published: (2015)

Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
by: Lim, Hock Ann
Published: (2014)

Robust segmentation in laser scanning 3D point cloud data
by: Nurunnabi, Abdul, et al.
Published: (2012)

Robust Estimation Methods And Outlier Detection In Mediation Models
by: Fitrianto, Anwar
Published: (2010)

Robust estimation methods for fixed effect panel data model having block-concentrated outliers
by: Abu Bakar @ Harun, Nor Mazlina
Published: (2019)

Robust diagnostic and parameter estimation for multiple linear and panel data regression models
by: Sani, Muhammad
Published: (2018)

Robust statistical procedures for multiple linear regression model in the presence of multicollinearity and outliers
by: Hendi, Hasan Talib Hendi.
Published: (2023)

The performance of mutual information for mixture of bivariate normal disatributions based on robust kernel estimation.
by: Dadkhah, Kourosh, et al.
Published: (2010)

Robust diagnostics and estimation for dual response surface function with eteroscedastic errors using new optimization technique in the presence of outliers
by: Ab. Aziz, Nasuhar
Published: (2022)

Robust diagnostics and parameter estimation in linear regression for high dimensional data
by: Abdul Wahab, Siti Zahariah
Published: (2023)

Robust Diagnostics In Logistic Regression Model
by: Ariffin @ Mat Zin, Syaiba Balqish
Published: (2010)

Two steps robust Mahanalobis method for identification of multiple high leverage points
by: Bagheri, Arezoo, et al.
Published: (2009)

Robust parameter estimation for fixed effect panel data model in the presence of heteroscedasticity and high leverage points
by: Sani, Muhammad, et al.
Published: (2019)

Improved Multivariate Control Charts with Robust Methods
by: Shabbak, Ashkan
Published: (2011)

Robust diagnostics and variable selection procedure based on modified reweighted fast consistent and high breakdown estimator for high dimensional data
by: Baba, Ishaq Abdullahi
Published: (2022)

Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors
by: Riazoshams, Hossein
Published: (2010)

System analysis and robustness
by: Moggi, Eugenio, et al.
Published: (2019)

Robust Outlier Detection and Saliency Features Estimation in Point Cloud Data
by: Nurunnabi, Abdul, et al.
Published: (2013)

Diagnostic-robust statistical analysis for Local Surface Fitting in 3D Point Cloud Data
by: Nurunnabi, Abdul, et al.
Published: (2012)

Robust detection measures and robust parameter estimation methods in circular univariate and simple circular regression model
by: Mahmood, Ehab Abdulsalam
Published: (2017)

Overload robust IGBT design for SSCB application
by: Supono, I., et al.
Published: (2014)

Robust channel estimation algorithm for dual-hop MIMO relay channels
by: Chiong, C., et al.
Published: (2012)

Robust individual control chart for change point model
by: Ng, Kooi Huat, et al.
Published: (2010)

Safe & robust reachability analysis of hybrid systems
by: Moggi, Eugenio, et al.
Published: (2018)

Improved image recovery from compressed data contaminated with impulsive noise
by: Pham, DucSon, et al.
Published: (2011)

Reliability-based approach to the robustness of corroded reinforced concrete structures
by: Cavaco, Eduardo S., et al.
Published: (2017)

Design of robust broadband beamformers with discrete coefficients and least squared criterion
by: Dam, Hai, et al.
Published: (2013)

Harmony search-based robust optimal controller with prior defined structure
by: Rafieishahemabadi, Ali
Published: (2013)

Robust and Diagnostic Statistics: A Few Basic Concepts in Mobile Mapping Point Cloud Data Analysis
by: Nurunnabi, A., et al.
Published: (2012)

Robust and powerful tests for nonlinear deterministic components
by: Astill, Sam, et al.
Published: (2014)

Robust detection of outliers in both response and explanatory variables of the simple circular regression model
by: Rana, Sohel, et al.
Published: (2016)