Heteroskedasticity in regression : detection and correction /: detection and correction. (2013)

• Record Type: Book
• Further Information: Note: Robert L. Kaufman.
• Authors: Kaufman, Robert L
• 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.
• Publisher Details: Thousand Oaks : SAGE Publications, Inc
• Publication Date: 2013
• Extent: 1 online resource (112 pages)
• Subjects: 300.727; Heteroscedasticity; Regression analysis; Least squares; Econometrics; Social sciences -- Statistical methods
• Languages: English
• ISBNs: 9781483322513; 1483322513
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.