Heteroskedasticity in regression : detection and correction / Robert L. Kaufman.

Author
Kaufman, Robert L. [Browse]
Format
Book
Language
English
Published/​Created
  • Thousand Oaks, California : SAGE Publications, [2013]
  • ©2013
Description
xiv, 97 pages : illustrations ; 22 cm.

Details

Subject(s)
Series
  • Quantitative applications in the social sciences ; no. 07-172. [More in this series]
  • Series: Quantitative applications in the social sciences ; 172
Summary note
"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.
Notes
Series numbering on spine: 07-172; on cover: 172.
Bibliographic references
Includes bibliographical references (pages 89-90) and indexes.
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.
ISBN
  • 1452234957
  • 9781452234953
OCLC
823577885
RCP
N - S