Browsing UT - Statistics and Data Sciences by Author "Afendi, Farid Mochamad"
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A monte carlo investigation of the power of white and breuschpagan tests on detecting regression heteroscedasticity
Afendi, Farid Mochamad (2001)White and Breusch-Pagan Tests were designed to test whether the data violate the assumption of homoscedasticity in a linear model or not. In this research, a Monte Carlo Simulation was used to investigate the power as well ...