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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
Description
Summary: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.
Physical Description:1 online resource (xiv, 97 pages) : illustrations.
Bibliography:Includes bibliographical references and index.
ISBN:9781452270128 (ebook) :