E-Book, Englisch, 112 Seiten, EPUB
Detection and Correction
E-Book, Englisch, 112 Seiten, EPUB
Reihe: Quantitative Applications in the Social Sciences
ISBN: 978-1-4833-2251-3
Verlag: SAGE Publications
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
variance-stabilizing transformations of the dependent variable;
calculating robust standard errors, or heteroskedasticity-consistent standard errors; and
generalized least squares estimation coefficients and standard errors.
The detection and correction of heteroskedasticity is illustrated with three examples that vary in terms of sample size and the types of units analyzed (individuals, households, U.S. states). Intended as a supplementary text for graduate-level courses and a primer for quantitative researchers, the book fills the gap between the limited coverage of heteroskedasticity provided in applied regression textbooks and the more theoretical statistical treatment in advanced econometrics textbooks.
Autoren/Hrsg.
Weitere Infos & Material
Series Editor's Introduction
About the Authors
Acknowledgements
1. What Is Heteroskedasticity and Why Should We Care?
2. Detecting and Diagnosing Heteroskedasticity
3. Variance-Stabilizing Transformations To Correct For Heteroskedasticity
4. Heteroskedasticity Consistent (Robust) Standard Errors
5. (Estimated) Generalized Least Squares Regression Model For Heteroskedasticity
6. Choosing Among Correction Options
References
Appendix: Miscellaneous Derivations and Tables