Comparison of regression models in case of non-normality and Heteroscedasticity
INTERNATIONAL JOURNAL OF ADVANCED AND APPLIED SCIENCES, cilt.3, sa.8, ss.18-22, 2016 (ESCI)
- 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
- Açık Arşiv Koleksiyonu: AVESİS Açık Erişim Koleksiyonu
- 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.