Master'sOpen Access

Monte - Carlo evaluation of power transformations in regression model

2004
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Advisor: Yrd. Doç. Dr. Mustafa Yavuz Ata

Abstract (EN)

In the classical regression model, it is assumed that the error terms are independently, identically and normally distributed. In this study, the cases where the assumptions of normality and homoskedasticity are not valid were modelled and the performances of the power transformations were compared by a Monte-Carlo virtual experiment. The results showed that Tukey's transformation and Manly's transformation performed better than others, respectively in case of the departure from normality and from homoskedasticity. Science Code : 212 Key Words Regression; power transformation; Monte-Carlo estimation Page Number : 64 Adviser : Ass. Prof. Dr. Mustafa Yavuz ATA

Author

Dr. Hüseyin Güler

How to Cite

Hüseyin Güler (Master Thesis). Monte - Carlo evaluation of power transformations in regression model, 2004, Gazi University.

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