Aplikace Whiteova testu pro robustní odhady WLS and LWS
Testing statistical hypotheses in presence of heteroskedasticity may lead to faulty inferences and, therefore, it is useful to be aware of it. One of the tools for testing heteroskedasticity is the White test defined for Ordinary Least Squares estimates. This diploma thesis presents some possibiliti...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2007
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| Online Access: | http://www.nusl.cz/ntk/nusl-287006 |
| Summary: | Testing statistical hypotheses in presence of heteroskedasticity may lead to faulty inferences and, therefore, it is useful to be aware of it. One of the tools for testing heteroskedasticity is the White test defined for Ordinary Least Squares estimates. This diploma thesis presents some possibilities of using the idea of White test for estimation methods WLS (Weighted Least Squares) a LWS (Least Weighted Squares). The thesis focuses on the numerical aspect and particular technical construction of White test in the above mentioned estimates. All reasoning and conclusions are based on results from tests on artificially generated data. Powered by TCPDF (www.tcpdf.org) |
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