Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable

Resit Çelik

Journal of Applied Statistics, 2015, vol. 42, issue 4, 705-721

Abstract: In the current study, a new method by the weighting absolute centered external variable (WCEV) was proposed to stabilize heteroscedasticity for butterfly-distributed residuals (BDRs). After giving brief information about heteroscedasticity and BDRs, WCEV was introduced. The WCEV and commonly used variance stabilizing methods are compared on a simple and a multiple regression model. The WCEV was also tested for other type of heteroscedasticity patterns. In addition to heteroscedasticity, other regression assumptions were checked for the WCEV.

Date: 2015
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DOI: 10.1080/02664763.2014.980791

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