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The Regional Homogeneity in the Presence of Heteroskedasticity
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  • The Regional Homogeneity in the Presence of Heteroskedasticity
  • The Regional Homogeneity in the Presence of Heteroskedasticity
저자명
Chung. Kyoun-Sup,Lee. Sang-Yup
간행물명
한국 시스템 다이내믹스 연구
권/호정보
2007년|8권 2호|pp.25-49 (25 pages)
발행정보
한국시스템다이내믹스학회
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정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
서지반출

기타언어초록

An important assumption of the classical linear regression model is that the disturbances appearing in the population regression function are homoskedastic; that is, they all have the same variance. If we persist in using the usual testing procedures despite heteroskedasticity, what ever conclusions we draw or inferences we make be very misleading. The contribution of this paper will be to the concrete procedure of the proper estimation when the heteroskedasticity does exist in the data, because the quality of dependent variable predictions, i.e., the estimated variance of the dependent variable, can be improved by giving consideration to the issues of regional homogeneity and/or heteroskedasticity across the research area. With respect to estimation, specific attention should be paid to the selection of the appropriate strategy in terms of the auxiliary regression model. The paper shows that by testing for heteroskedasticity, and by using robust methods in the presence of with and without heteroskedasticity, more efficient statistical inferences are provided.