Heteroskedasticity in Regression

Detection and Correction

Nonfiction, Social & Cultural Studies, Social Science, Statistics, Reference & Language, Reference, Research
Cover of the book Heteroskedasticity in Regression by Robert L. Kaufman, SAGE Publications
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Robert L. Kaufman ISBN: 9781483322513
Publisher: SAGE Publications Publication: June 28, 2013
Imprint: SAGE Publications, Inc Language: English
Author: Robert L. Kaufman
ISBN: 9781483322513
Publisher: SAGE Publications
Publication: June 28, 2013
Imprint: SAGE Publications, Inc
Language: English

Heteroskedasticity in Regression: Detection and Correction, by Robert Kaufman, 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. Emphasizing how to apply diagnostic tests and corrections for heteroskedasticity in actual data analyses, the monograph offers three approaches for dealing with heteroskedasticity: (1) variance-stabilizing transformations of the dependent variable; (2) calculating robust standard errors, or heteroskedasticity-consistent standard errors; and (3) generalized least squares estimation coefficients and standard errors. The detection and correction of heteroskedasticity is illustrated with three examples that vary in terms of sample size and the types of units analyzed (individuals, households, U.S. states). Intended as a supplementary text for graduate-level courses and a primer for quantitative researchers, the book fills the gap between the limited coverage of heteroskedasticity provided in applied regression textbooks and the more theoretical statistical treatment in advanced econometrics textbooks.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Heteroskedasticity in Regression: Detection and Correction, by Robert Kaufman, 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. Emphasizing how to apply diagnostic tests and corrections for heteroskedasticity in actual data analyses, the monograph offers three approaches for dealing with heteroskedasticity: (1) variance-stabilizing transformations of the dependent variable; (2) calculating robust standard errors, or heteroskedasticity-consistent standard errors; and (3) generalized least squares estimation coefficients and standard errors. The detection and correction of heteroskedasticity is illustrated with three examples that vary in terms of sample size and the types of units analyzed (individuals, households, U.S. states). Intended as a supplementary text for graduate-level courses and a primer for quantitative researchers, the book fills the gap between the limited coverage of heteroskedasticity provided in applied regression textbooks and the more theoretical statistical treatment in advanced econometrics textbooks.

More books from SAGE Publications

Cover of the book PLC+ by Robert L. Kaufman
Cover of the book How to Stop Bullying and Social Aggression by Robert L. Kaufman
Cover of the book India's Economy and Growth by Robert L. Kaufman
Cover of the book Common Core for the Not-So-Common Learner, Grades 6-12 by Robert L. Kaufman
Cover of the book Social Insurance by Robert L. Kaufman
Cover of the book Critical Ethnography by Robert L. Kaufman
Cover of the book The Mentoring Year by Robert L. Kaufman
Cover of the book Classic Grounded Theory by Robert L. Kaufman
Cover of the book Assessment for Learning and Teaching in Primary Schools by Robert L. Kaufman
Cover of the book Creating the Therapeutic Relationship in Counselling and Psychotherapy by Robert L. Kaufman
Cover of the book Creating and Sustaining the Constructivist Classroom by Robert L. Kaufman
Cover of the book Difference and Discrimination in Psychotherapy and Counselling by Robert L. Kaufman
Cover of the book Understanding Working Memory by Robert L. Kaufman
Cover of the book Foundations of Adult Nursing by Robert L. Kaufman
Cover of the book Workshops That Really Work by Robert L. Kaufman
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy