Accounting for Heteroscedasticity in the Transform Both Sides Regression Model

Stena Kettl

Journal of the Royal Statistical Society Series C, 1991, vol. 40, issue 2, 261-268

Abstract: The transform both sides regression model is combined with a power‐of‐the‐mean variance model to produce a flexible model that will simultaneously account for both heteroscedasticity and skewness. An estimation procedure is outlined and approximate confidence regions are constructed. An example is included to demonstrate the model.

Date: 1991
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