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Heteroskedasticity in regression : detection and correction / Robert L. Kaufman
- 作者： Kaufman, Robert L.
- 出版： Thousand Oaks, Ca. : SAGE Publications 2013
- 叢書名： Quantitative applications in the social sciences ; ;no. 07-172
- 主題： Heteroscedasticity , Regression analysis. , Least squares. , Econometrics. , Social sciences--Statistical methods.
- ISBN： 9781452234953 (pbk.) :: US$20.53 、 1452234957 (pbk.)
- 一般註：Series numbering on spine: 07-172; on cover: 172 Includes bibliographical references (p. 89-90) and indexes
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讀者標籤：
- 系統號： 005210872 | 機讀編目格式
館藏資訊
摘要註
"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
內容註
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
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