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Heteroskedasticity in regression : detection and correction / Robert L. Kaufman.
LIBRA HA31.3 .K38 2013
Available from offsite location
- Format:
- Book
- Author/Creator:
- Kaufman, Robert L., author.
- Series:
- Quantitative applications in the social sciences ; no. 07-172.
- Series: Quantitative applications in the social sciences ; 172.
- Language:
- English
- Subjects (All):
- Heteroscedasticity.
- Regression analysis.
- Least squares.
- Econometrics.
- Social sciences--Statistical methods.
- Social sciences.
- Physical Description:
- xiv, 97 pages : illustrations ; 22 cm.
- Place of Publication:
- Thousand Oaks, California : SAGE Publications, [2013]
- 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.
- 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.
- Notes:
- Series numbering on spine: 07-172; on cover: 172.
- Includes bibliographical references (pages 89-90) and index.
- ISBN:
- 1452234957
- 9781452234953
- OCLC:
- 823577885
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