Heteroskedasticity in regression : detection and correction /
Kaufman, Robert L.,author.
"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.
Series numbering on spine: 07-172; on cover: 172.
Includes bibliographical references (pages 89-90) and index.
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.
"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.
Heteroscedasticity.
Regression analysis.
Least squares.
Econometrics.
Social sciences