Heteroskedasticity and Weighted Least Squares in Regression
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Questions and Answers

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

  • Jumladan, variansti moylashtirish usuli (ANOVA)
  • Tegishli kichik kvadratlar usuli (WLS) (correct)
  • Anomaliya analizi usuli
  • Standart normal distributsiya usuli

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

  • scatterplot
  • vpfplot
  • regressplot
  • rvfplot (correct)

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

  • Regressiya tenglamasiga kiritilgan regressorlar o'zaro moslashishi, kuchli kollenar regressorni olib tashlash
  • Regressiya tenglamasiga kiritilgan regressorlar o'zaro moslashishi, model spesifikatsiyasini o’zgartirish
  • Regressiya tenglamasiga kiritilgan regressorlar multikollinear deyilishi, model spesifikatsiyasini o’zgartirish
  • Regressiya tenglamasiga kiritilgan regressorlar multikollinear deyilishi, vif testi 8dan baland chiqsa (correct)

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

    <p>Vaznga solingan kichik kvadratlar usulidan foydalanish, regressandni yoki barcha o’zgaruvchilarni natural logorifmlaridan foydalanish</p> Signup and view all the answers

    Vaqt qatorining additive modeli qanday holatda quriladi?

    <p>Ma’lumotlar har xil ya’ni, mavsumiy, doimiy, sikl ko’rinishda</p> Signup and view all the answers

    Durbin-Watson testi qaysi uchun ishlatiladi?

    <p>Avtokorellatsiyani aniqlash uchun</p> Signup and view all the answers

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