Abstract
The lack of a generally-accepted measure of the degree of severity of heteroskedasticity is shown to have caused some Monte Carlo studies to draw misleading conclusions. An attractive measure of heteroskedasticity is suggested.
Keywords:
Communications in Statistics - Simulation and Computation
Volume 14, 1985 - Issue 4
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Related Research Data
Monte Carlo power comparison of seven most commonly used heteroscedasticity tests
Source:
Informa UK Limited
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