Comparison of regression models in case of non-normality and Heteroscedasticity

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Kahvecioglu S., YAZICI B.

INTERNATIONAL JOURNAL OF ADVANCED AND APPLIED SCIENCES, cilt.3, sa.8, ss.18-22, 2016 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 3 Sayı: 8
  • Basım Tarihi: 2016
  • Doi Numarası: 10.21833/ijaas.2016.08.004
  • Dergi Adı: INTERNATIONAL JOURNAL OF ADVANCED AND APPLIED SCIENCES
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI)
  • Sayfa Sayıları: ss.18-22
  • Anahtar Kelimeler: Generalized p values, Generalized p values in regression, Regression analysis in case of Assumption violation, Comparison of regression coefficients
  • Anadolu Üniversitesi Adresli: Evet

Özet

In regression analysis, in case of comparing two regression models and coefficients where the distribution of variables in question is not known, generalized p values may be used. The generalized p value is an extended version of the classical p value which provides only approximate solutions. Use of approximate methods, generalized p value, has better results performance with small samples. In this study, the generalized p value which may be used alternatively when different assumptions aren't fulfilled is researched theoretically; a simulation is conducted and an application in regression analysis is given. It is concluded that in generalized p value works well for the comparison of regression coefficients both under non-normality and heteroscedasticity. (C) 2016 The Authors. Published by IASE.