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Accounting for Heteroscedasticity in the Transform Both Sides Regression Model

Stena Kettl
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 40, No. 2 (1991), pp. 261-268
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2347591
Stable URL: http://www.jstor.org/stable/2347591
Page Count: 8
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Accounting for Heteroscedasticity in the Transform Both Sides Regression Model
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Abstract

The transform both sides regression model is combined with a power-of-the-mean variance model to produce a flexible model that will simultaneously account for both heteroscedasticity and skewness. An estimation procedure is outlined and approximate confidence regions are constructed. An example is included to demonstrate the model.

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