Heteroskedasticity and Weighted Least Squares in Regression

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Kerakli statistik metodlarni foydalanilgan holda chiziqli regressiya koeffitsientlarini olish uchun qaysi usulni qo'llash mumkin?

Tegishli kichik kvadratlar usuli (WLS)

STATA ekonometrik hisoblash paketidagi qaysi buyruq yordamida regressorlarning umumiy geterogenligi tekshiriladi?

rvfplot

Ko'p chiziqli regressiyada yangi regressorni qo'shimcha ravishda kiritish uchun qaysi shartlar bajarilishi kerak?

Regressiya tenglamasiga kiritilgan regressorlar multikollinear deyilishi, vif testi 8dan baland chiqsa

Ko'p chiziqli regressiyada geteroskedastiklikni yengish uchun qaysi yo‘llar ko‘rsatiladi?

Vaznga solingan kichik kvadratlar usulidan foydalanish, regressandni yoki barcha o’zgaruvchilarni natural logorifmlaridan foydalanish

Vaqt qatorining additive modeli qanday holatda quriladi?

Ma’lumotlar har xil ya’ni, mavsumiy, doimiy, sikl ko’rinishda

Durbin-Watson testi qaysi uchun ishlatiladi?

Avtokorellatsiyani aniqlash uchun

This quiz covers the methods for obtaining the best coefficients of linear regression when heteroskedasticity is present, including the method of weighted least squares (WLS). It also explores how to detect heteroskedasticity in the residuals of linear regression using the STATA econometric software package.

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