Heteroskedasticity in Regression "Detection and Correction"

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Kaufman, Robert L.

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ISBN:9781452234953
Editorial: Sage Publications
Fecha de la edición:2013
Encuadernación:
Nº Pág.:112
Idiomas:Ingles,Inglés

Materias:

/ Economía Cuantitativa

This text covers the consequences of violating one of the key assumptions of Ordinary Least Squares regression (equal error variances), diagnostic tools to assess the existence of the problem of heteroskedasticity, and statistical techniques to analyse the data correctly.

Series Editor's Introduction About the Authors Acknowledgements 1. What Is Heteroskedasticity and Why Should We Care? 2. Detecting and Diagnosing Heteroskedasticity 3. Variance-Stabilizing Transformations To Correct For Heteroskedasticity 4. Heteroskedasticity Consistent (Robust) Standard Errors 5. (Estimated) Generalized Least Squares Regression Model For Heteroskedasticity 6. Choosing Among Correction Options References Appendix: Miscellaneous Derivations and Tables