eBook - ePub

Heteroskedasticity in Regression

Name: Heteroskedasticity in Regression
ISBN: 9781483322513

Detection and Correction

Robert L. Kaufman,

English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Heteroskedasticity in Regression

Detection and Correction

Robert L. Kaufman,

About this book

This volume 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. Emphasizing how to apply diagnostic tests and corrections for heteroskedasticity in actual data analyses, the book offers three approaches for dealing with heteroskedasticity:

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.

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Yes, you can access Heteroskedasticity in Regression by Robert L. Kaufman in PDF and/or ePUB format, as well as other popular books in Social Sciences & Social Science Research & Methodology. We have over one million books available in our catalogue for you to explore.