Journal Article

·2018

RCEV heteroscedasticity test based on the studentized residuals

Reşit Çelik YTU

Communication in Statistics- Theory and Methods

Abstract

All the usual heteroscedasticity tests in the statistics and econometrics literature are based on raw residuals. Although the raw residuals are heteroscedastic, studentized residuals can still be homoscedastic. In this study, the version of Çelik’s RCEV heteroscedasticity test which is based on studentized residuals is introduced.

Keywords

Homoscedasticity Heteroscedasticity Studentized range Studentized residual Mathematics Econometrics Statistics Test (biology) Standard error Biology Botany

Subject Areas

Advanced Statistical Methods and Models ·Statistics and Probability ·Physical Sciences
Statistical Distribution Estimation and Applications ·Statistics and Probability ·Physical Sciences
Probabilistic and Robust Engineering Design ·Statistics, Probability and Uncertainty ·Social Sciences

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