Title: Heteroskedasticity in regression : detection and correction /
Authors: Kaufman, Robert L.,
Year: 2013
Subjects: Heteroscedasticity.; Regression analysis.; Least squares.; Econometrics.; Social sciences Statistical methods
Abstract: "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.