Aplikace Whiteova testu pro robustní odhady WLS and LWS

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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Bibliographic Details
Main Author: Voňková, Kateřina
Other Authors: Víšek, Jan Ámos
Format: Dissertation
Language:Czech
Published: 2007
Online Access:http://www.nusl.cz/ntk/nusl-287006
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spelling ndltd-nusl.cz-oai-invenio.nusl.cz-2870062017-12-08T04:17:15Z Aplikace Whiteova testu pro robustní odhady WLS and LWS Application of White test for robust estimates WLS and LWS Voňková, Kateřina Víšek, Jan Ámos Vošvrda, Miloslav 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) 2007 info:eu-repo/semantics/masterThesis http://www.nusl.cz/ntk/nusl-287006 cze info:eu-repo/semantics/restrictedAccess
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language Czech
format Dissertation
sources NDLTD
description 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)
author2 Víšek, Jan Ámos
author_facet Víšek, Jan Ámos
Voňková, Kateřina
author Voňková, Kateřina
spellingShingle Voňková, Kateřina
Aplikace Whiteova testu pro robustní odhady WLS and LWS
author_sort Voňková, Kateřina
title Aplikace Whiteova testu pro robustní odhady WLS and LWS
title_short Aplikace Whiteova testu pro robustní odhady WLS and LWS
title_full Aplikace Whiteova testu pro robustní odhady WLS and LWS
title_fullStr Aplikace Whiteova testu pro robustní odhady WLS and LWS
title_full_unstemmed Aplikace Whiteova testu pro robustní odhady WLS and LWS
title_sort aplikace whiteova testu pro robustní odhady wls and lws
publishDate 2007
url http://www.nusl.cz/ntk/nusl-287006
work_keys_str_mv AT vonkovakaterina aplikacewhiteovatestuprorobustniodhadywlsandlws
AT vonkovakaterina applicationofwhitetestforrobustestimateswlsandlws
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