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Heteroskedasticity in regression : detection and correction / Robert L. Kaufman.

By: Material type: TextTextSeries: Quantitative applications in the social sciences ; no. 07-172.Description: xiv, 97 pages : illustrations ; 22 cmISBN:
  • 1452234957
  • 9781452234953
Subject(s): DDC classification:
  • 300.727 23 41117
LOC classification:
  • HA31.3 .K38 2013
Contents:
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.
Summary: "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.
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Books Books Symbiosis International University Central Library Reference Reference 300.727/KAU 41117 (Browse shelf(Opens below)) Not For Loan siu-b-41117
Browsing Symbiosis International University Central Library shelves, Shelving location: Reference, Collection: Reference Close shelf browser (Hides shelf browser)
300.723/LIE 40978 Measures of Association. 300.724/BRO 41019 Experimental design and analysis / 300.724/MAD 40998 Using microcomputers in research / 300.727/KAU 41117 Heteroskedasticity in regression : 300.727/WON 41109 Association models / 300.727/SUL OR 300.151 40962 Multiple indicators : 300.72/JAC 40988 Using published data :

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.

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