Heteroskedasticity in regression : detection and correction
Econometrics Heteroscedasticity Least squares Regression analysis Social sciences e-böcker
SAGE Publications
2013
EISBN 9781452270128
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.
