Jaribio la Goldfeld-Quandt la Heteroskedasticity
Jaribio la Goldfeld-Quandt, lililoanzishwa na Stephen Goldfeld na Richard Quandt mnamo 1965, ni utaratibu wa kawaida wa uchunguzi wa kugundua heteroskedasticity katika regresheni ya OLS. Linafanya kazi kwa kupanga uchunguzi kulingana na kigezo kinachoshukiwa kusababisha tofauti, kuacha kizuizi cha kati, kutoshea regresheni tofauti kwenye sampuli ndogo mbili za mkia, na kulinganisha tofauti zao za mabaki kupitia uwiano wa F. Jaribio hili linafaa sana kwa hali ambapo tofauti ya makosa inaaminika kuongezeka au kupungua kwa monotonically na kigezo kinachoonekana.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Goldfeld, S. M., & Quandt, R. E. (1965). Some tests for homoscedasticity. Journal of the American Statistical Association, 60(310), 539–547. DOI: 10.1080/01621459.1965.10480811 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Goldfeld-Quandt Test for Heteroskedasticity. ScholarGate. https://scholargate.app/sw/econometrics/goldfeld-quandt-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Kipimo cha Breusch-Pagan cha Usumbufu wa Kigezo (Heteroskedasticity)Ekonometriki↔ compare
- Weighted Least Squares (WLS)Takwimu↔ compare
- Jaribio la White la HeteroskedasticityEkonometriki↔ compare
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