much less guidance than for quants I. you will be provided with a data set and be expected ... E.g. A Salutary Tale... You construct a model of mortality rate: ...
much less guidance than for quants I. you will be provided with a data set and be expected ... E.g. A Salutary Tale... You construct a model of mortality rate: ...
PPT file to see this file for parts to insert into it for more about heteroskedas. ... Fix it (if your model has it) Test for it again. Model still have it? ...
It can be shown that the GQ statistic has a F-distribution with (tl-k) d.o.f. in ... If GQ Fc we reject Ho. We find that the error is heteroskedastic. 11.14 ...
If the sampling distribution centers on the true population mean, our estimates ... Plan A: If heteroskedasticity comes from one specific variable, we can use that ...