Heteroskedasticity in regression detection and correction / Robert L. Kaufman.
| Author/creator | Kaufman, Robert L. |
| Format | Electronic |
| Publication Info | Thousand Oaks, California : SAGE Publications, [2013] |
| Description | xiv, 97 pages : illustrations ; 22 cm. |
| Supplemental Content | Full text available from SAGE Research Methods Core |
| Subjects |
| Series | Series: Quantitative applications in the social sciences ; 172. Quantitative applications in the social sciences ; no. 07-172. ^A5424 |
| 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. |
| Abstract | "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. |
| General note | Series numbering on spine: 07-172; on cover: 172. |
| Bibliography note | Includes bibliographical references (pages 89-90) and indexes. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2012361596 |
| ISBN | 1452234957 |
| ISBN | 9781452234953 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |