Heteroskedasticity in regression : detection and correction /

Saved in:
Bibliographic Details
Author / Creator:Kaufman, Robert L., author.
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
Hidden Bibliographic Details
ISBN:1452234957
9781452234953
Notes:Series numbering on spine: 07-172; on cover: 172.
Includes bibliographical references (pages 89-90) and index.
Summary:"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.

MARC

LEADER 00000cam a2200000Ii 4500
001 9339392
003 ICU
005 20140423135600.0
008 130107s2013 caua b 001 0 eng d
016 7 |a 016328945  |2 Uk 
020 |a 1452234957 
020 |a 9781452234953 
035 |a 9339392 
035 |a (OCoLC)823577885 
040 |a YDXCP  |b eng  |e rda  |c YDXCP  |d UKMGB  |d JCU  |d XII  |d UtOrBLW 
049 |a CGUA 
050 1 4 |a HA31.3  |b .K38 2013 
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. 
903 |a HeVa 
929 |a cat 
999 f f |i 1474ff8a-7a97-5424-8f2f-d4a2e142d440  |s 53365881-9e1e-5160-9de3-4fe6aeabab6a 
928 |t Library of Congress classification  |a HA31.3 .K38 2013  |l JRL  |c JRL-Gen  |i 1244226 
927 |t Library of Congress classification  |a HA31.3 .K38 2013  |l JRL  |c JRL-Gen  |b 108709942  |i 9209614