TY  - BOOK
AU  - Kaufman,Robert L.
TI  - Heteroskedasticity in regression: detection and correction 
T2  - Series: Quantitative applications in the social sciences
SN  - 1452234957
AV  - HA31.3 .K38 2013
U1  - 300.727 23
KW  - Heteroscedasticity
KW  - Regression analysis
KW  - Least squares
KW  - Econometrics
KW  - Social sciences
KW  - Statistical methods
N1  - 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
N2  - "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
ER  -