Estimation of Heteroscedasticity Effects in a Classical Linear Regression Model of a Cross-Sectional Data
Abstract
\hspace*{10mm} $ AR_i = \theta_0 + \theta_1 T A_i + \theta_2 T E_i + \theta_3 C D_i + \theta_4 P B T_i + \varepsilon$\\
\hspace*{6mm}And it was established that OLS is not appropriate for estimation if heteroscedasticity is present in research data, and that the model fitted using WLS is the most appropriate that is deemed fit for proper review of auditor's remuneration in banking industry.
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PDFDOI: http://dx.doi.org/10.3968/j.pam.1925252820120402.1677
DOI (PDF): http://dx.doi.org/10.3968/g3075
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