Robust Technique to Remedy of Unequal Variance Problem in the Presence of High Leverage Points
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Mohammed, Mohammed A. (Author) |
| المجلد/العدد: | مج20, ع1 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2018
|
| الصفحات: | 1 - 8 |
| ISSN: |
1816-9171 |
| رقم MD: | 919973 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
OLS | WLS | Heteroskedasticity | High Leverage Points | Quintile Regression | Robust Standard Error
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| LEADER | 02263nam a22002177a 4500 | ||
|---|---|---|---|
| 001 | 1668373 | ||
| 041 | |a eng | ||
| 044 | |b العراق | ||
| 100 | |9 493383 |a Mohammed, Mohammed A. |e Author | ||
| 245 | |a Robust Technique to Remedy of Unequal Variance Problem in the Presence of High Leverage Points | ||
| 260 | |b جامعة القادسية - كلية الادارة والاقتصاد |c 2018 | ||
| 300 | |a 1 - 8 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b An important assumption of linear regression model is that the variance of disturbances everywhere is equal (constant variance). However, unequal variance called heteroscedasticity does not cause biasness in estimates, but it leads to an efficient problem and the standard errors of observations will be inaccurate. Under heteroscedasticity problem, the ordinary least squares estimates (OLS) are inefficient due to it gives same weights to all observations regardless of the fact that those with large residuals contain less information about regression model. The weighted least square (WLS) is a common method for remedy the heteroscedasticity problem. Unfortunately, in the presence of high leverage points (outlier in the predictor variables), the estimates of classical method such as OLS and WLS will be damaged and an inefficient. In order to tackle the combined problem of heteroscedasticity and high leverage points, we suggested a new estimation method called robust quintile weighted least squares (RQWLS). The results of real data example and simulation study shows that the suggested method has good performance compared with the existing methods. | ||
| 653 | |a التقنيات الحديثة |a التباين الإحصائي |a الفروق غير المتكافئة | ||
| 692 | |b OLS |b WLS |b Heteroskedasticity |b High Leverage Points |b Quintile Regression |b Robust Standard Error | ||
| 773 | |4 الاقتصاد |6 Economics |c 001 |e Al-Qadisiyah Journal for Administrative & Economic Sciences |f Maǧallaẗ al-qādisiyyaẗ li-l-ʻulūm al-idāriyyaẗ wa-al-iqtiṣādiyyaẗ |l 001 |m مج20, ع1 |o 0478 |s مجلة القادسية للعلوم الإدارية والاقتصادية |v 020 |x 1816-9171 | ||
| 856 | |u 0478-020-001-001.pdf | ||
| 930 | |d n |p y | ||
| 995 | |a EcoLink | ||
| 999 | |c 919973 |d 919973 | ||
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