Heteroskedasticity in regression : detection and correction /
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Author / Creator: | Kaufman, Robert L., author. |
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Imprint: | Thousand Oaks, California : SAGE Publications, [2013] ©2013 |
Description: | xiv, 97 pages : illustrations ; 22 cm. |
Language: | English |
Series: | Series: Quantitative applications in the social sciences ; 172 Quantitative applications in the social sciences ; no. 07-172. |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/9339392 |
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100 | 1 | |a Kaufman, Robert L., |e author. |0 http://id.loc.gov/authorities/names/n84011121 |1 http://viaf.org/viaf/8776414 | |
245 | 1 | 0 | |a Heteroskedasticity in regression : |b detection and correction / |c Robert L. Kaufman. |
264 | 1 | |a Thousand Oaks, California : |b SAGE Publications, |c [2013] | |
264 | 4 | |c ©2013 | |
300 | |a xiv, 97 pages : |b illustrations ; |c 22 cm. | ||
336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
490 | 1 | |a Series: Quantitative applications in the social sciences ; |v 172 | |
500 | |a Series numbering on spine: 07-172; on cover: 172. | ||
504 | |a Includes bibliographical references (pages 89-90) and index. | ||
505 | 0 | |a 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. | |
520 | |a "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. | ||
650 | 0 | |a Heteroscedasticity. |0 http://id.loc.gov/authorities/subjects/sh85060545 | |
650 | 0 | |a Regression analysis. |0 http://id.loc.gov/authorities/subjects/sh85112392 | |
650 | 0 | |a Least squares. |0 http://id.loc.gov/authorities/subjects/sh85075570 | |
650 | 0 | |a Econometrics. |0 http://id.loc.gov/authorities/subjects/sh85040763 | |
650 | 0 | |a Social sciences |x Statistical methods. |0 http://id.loc.gov/authorities/subjects/sh85124018 | |
650 | 7 | |a Econometrics. |2 fast |0 http://id.worldcat.org/fast/fst00901574 | |
650 | 7 | |a Heteroscedasticity. |2 fast |0 http://id.worldcat.org/fast/fst00955774 | |
650 | 7 | |a Least squares. |2 fast |0 http://id.worldcat.org/fast/fst00995082 | |
650 | 7 | |a Regression analysis. |2 fast |0 http://id.worldcat.org/fast/fst01432090 | |
650 | 7 | |a Social sciences |x Statistical methods. |2 fast |0 http://id.worldcat.org/fast/fst01122983 | |
830 | 0 | |a Quantitative applications in the social sciences ; |v no. 07-172. | |
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