Agunbiade, Dawud Adebayo and Adeboye, Nurain Olawale (2012) Estimation under Heteroscedasticity: A Comparative Approach Using Cross-Sectional Data. Mathematical Theory and Modeling, 2 (11). pp. 1-8. ISSN 2224-5804
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Abstract
A comparative investigation was done analytically for 4 different Estimation Techniques of a newly-designed Audit Fees model with four exogenous variables. The aim is to explore in depth the effects of the problem of heteroscedasticity in a CLRM of cross-sectional data and to determine an appropriate estimation technique(s) in the presence of such heteroscedasticity. Findings revealed that the estimates are virtually identical for three estimators: OLS, WH and NW, while the performance of the fourth estimator, GLS was found to be outstanding, as it completely eliminates the effect of heteroscedasticity by producing a “BLUE” result.
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > Q Science (General) Q Science > QA Mathematics |
| Divisions: | Faculty of Engineering, Science and Mathematics > School of Mathematics |
| Depositing User: | Mr Taiwo Egbeyemi |
| Date Deposited: | 13 Jul 2020 11:26 |
| Last Modified: | 13 Jul 2020 11:26 |
| URI: | http://eprints.federalpolyilaro.edu.ng/id/eprint/1000 |
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