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Hypothesis testHeteroskedasticity

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.

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Vyanzo

  1. 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

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ScholarGate. (2026, June 2). Goldfeld-Quandt Test for Heteroskedasticity. ScholarGate. https://scholargate.app/sw/econometrics/goldfeld-quandt-test

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ScholarGateGoldfeld-Quandt Test (Goldfeld-Quandt Test for Heteroskedasticity). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/goldfeld-quandt-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026