An in-depth article covering the Generalized Least Squares (GLS) Estimator, including historical context, applications, key concepts, mathematical models, and more.
A detailed examination of the Glejser Test, a statistical method to detect heteroscedasticity by regressing the absolute values of residuals on independent variables.
The Goldfeld–Quandt Test is a statistical method used to detect heteroscedasticity in regression models by dividing the data into two subgroups and comparing the variances of the residuals.
A comprehensive coverage of the concept of homoscedasticity, its significance in linear regression, implications of its violation, and related terms and considerations.
Weighted Least Squares (WLS) Estimator is a powerful statistical method used when the covariance matrix of the errors is diagonal. It minimizes the sum of squares of residuals weighted by the inverse of the variance of each observation, giving more weight to more reliable observations.
White's Test is used to test the null hypothesis of homoscedasticity against the alternative of heteroscedasticity in a regression model.
An in-depth exploration of heteroscedasticity, its types, causes, detection methods, and significance in statistical analysis.
