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 Prostitution and Beyond by Robert L. Kaufman
Cover of the book Effective Teaching by Robert L. Kaufman
Cover of the book The Tourist Gaze 3.0 by Robert L. Kaufman
Cover of the book Doing Your Undergraduate Project by Robert L. Kaufman
Cover of the book Criminological Research by Robert L. Kaufman
Cover of the book Coaching by Robert L. Kaufman
Cover of the book Margins of Faith by Robert L. Kaufman
Cover of the book A Passage to Infinity by Robert L. Kaufman
Cover of the book Emotions and Social Relations by Robert L. Kaufman
Cover of the book Understanding Psychology for Nursing Students by Robert L. Kaufman
Cover of the book Indelible Leadership by Robert L. Kaufman
Cover of the book Researching Social Life by Robert L. Kaufman
Cover of the book The Coaching Manager by Robert L. Kaufman
Cover of the book Engaging Troubling Students by Robert L. Kaufman
Cover of the book Nurture Groups in Schools 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