Heteroskedasticity in regression :
Kaufman, Robert L.,
Heteroskedasticity in regression : detection and correction / Robert L. Kaufman. - xiv, 97 pages : illustrations ; 22 cm. - Series: Quantitative applications in the social sciences ; 172. . - Quantitative applications in the social sciences ; no. 07-172. .
Series numbering on spine: 07-172; on cover: 172.
Includes bibliographical references (pages 89-90) and indexes.
What is heteroskedasticity and why should we care? -- Detecting and diagnosing heteroskedasticity -- Variance-stabilizing transformations to correct for heteroskedasticity -- Heteroskedasticity-consistent (robust) standard errors -- (Estimated) generalized least squares regression model for heteroskedasticity -- Choosing among correction options -- Appendix: miscellaneous derivations and tables.
"Covers the commonly ignored topic of heteroskedasticity (unequal error variances) in regression analyses and provides a practical guide for how to proceed in terms of testing and correction."-- Publisher description.
1452234957 9781452234953
2012361596
GBB343742 bnb
016328945 Uk
Heteroscedasticity.
Regression analysis.
Least squares.
Econometrics.
Social sciences--Statistical methods.
HA31.3 / .K38 2013
300.727 / 41117
Heteroskedasticity in regression : detection and correction / Robert L. Kaufman. - xiv, 97 pages : illustrations ; 22 cm. - Series: Quantitative applications in the social sciences ; 172. . - Quantitative applications in the social sciences ; no. 07-172. .
Series numbering on spine: 07-172; on cover: 172.
Includes bibliographical references (pages 89-90) and indexes.
What is heteroskedasticity and why should we care? -- Detecting and diagnosing heteroskedasticity -- Variance-stabilizing transformations to correct for heteroskedasticity -- Heteroskedasticity-consistent (robust) standard errors -- (Estimated) generalized least squares regression model for heteroskedasticity -- Choosing among correction options -- Appendix: miscellaneous derivations and tables.
"Covers the commonly ignored topic of heteroskedasticity (unequal error variances) in regression analyses and provides a practical guide for how to proceed in terms of testing and correction."-- Publisher description.
1452234957 9781452234953
2012361596
GBB343742 bnb
016328945 Uk
Heteroscedasticity.
Regression analysis.
Least squares.
Econometrics.
Social sciences--Statistical methods.
HA31.3 / .K38 2013
300.727 / 41117
