Heteroskedasticity in regression : detection and correction /

The author explains what heteroskedasticity is and how to detect and diagnose it. He describes variance-stabilizing transformations to correct for it, and discusses consistent (robust) standard errors, generalized least squares regression models and choosing among correction options.

Bibliographic Details

Main Author:	Kaufman, Robert L. (Author)
Format:	eBook
Language:	English
Published:	Thousand Oaks, California : SAGE Publications, [2013]
Series:	Quantitative applications in the social sciences ; 172.
Subjects:	Heteroscedasticity. Regression analysis. Least squares. Econometrics. Social sciences > Statistical methods. Electronic books.
Online Access:	Connect to the full text of this electronic book