We show that a robust test for non-specific heteroskedasticity is impossible. Usual tests, both exact and asymptotic, usually retain robustness, while giving up non-specifity. We demonstrate and apply methods which characterize, for a large class, the directions which such tests detect. ...
What test for heteroskedasticity should be used if you suspect the error terms have different variances by category? Which of the following describes how people acquire information according to the rational expectations hypothesis? How to do Empirical Investigation - Volkswagen co...
heteroskedasticity by looking at a graph of the sample. Look for areas of the graph that are scattered more or less; it is important to distinguish, however, between true variations in the amount of scatter and the clusters that are expected in distributions that have an element of randomness...
Answer to: What is the meaning of : a) Statistical inference b) Sampling distribution c) Acceptance region d) test statistic e) Critical value of a...
ANOVA Test Definition, Purpose & Examples from Chapter 21 / Lesson 16 294K Learn what an ANOVA test is used for. Discover what ANOVA stands for, identify uses of one-way and two-way tests in the sciences, and stud...
aThis paper estimates switching autoregressive conditional heteroskedasticity (SWARCH) 本文估计开关自回归有条件heteroskedasticity (SWARCH) [translate] a男孩下决心学习要努力学习。他仍考试不及格 The boy decides to study wants to study diligently.He still took a test did not pass an examination [translate...
Borrowing from the econometrics literature, this tutorial aims to present a clear description of what heteroskedasticity is, how to measure it through statistical tests designed for it and how to address it through the use of heteroskedastic-consistent standard errors and the wild bootstrap. A step...
Briefly explain the meaning of the t-test for regression analysis. When a regression coefficient is significant at the 0.05 level, it means that A. there is only a 5% chance that there will be an error in a forecast. B. there is a 95% chance that t...
The t-test is just one of many tests used for this purpose. Others may be more appropriate depending on the number of variables or the size of the sample. For example, statisticians use az-testfor data sets with a large sample size. Other t...
If the variance of the error term is homoskedastic, the model was well-defined. If there is too much variance, the model may not be defined well. Adding additional predictor variables can help explain the performance of the dependent variable. Oppositely, heteroskedasticity occurs when the vari...