Using heteroskedasticity-consistent standard error estimators in OLS regression: An introduction and software implementation
نویسندگان
چکیده
منابع مشابه
Using heteroskedasticity-consistent standard error estimators in OLS regression: an introduction and software implementation.
Homoskedasticity is an important assumption in ordinary least squares (OLS) regression. Although the estimator of the regression parameters in OLS regression is unbiased when the homoskedasticity assumption is violated, the estimator of the covariance matrix of the parameter estimates can be biased and inconsistent under heteroskedasticity, which can produce significance tests and confidence in...
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ژورنال
عنوان ژورنال: Behavior Research Methods
سال: 2007
ISSN: 1554-351X,1554-3528
DOI: 10.3758/bf03192961