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 No Place for Bullying by Robert L. Kaufman
Cover of the book The Modern Prince and the Modern Sage by Robert L. Kaufman
Cover of the book Nonprofit Marketing by Robert L. Kaufman
Cover of the book Shift Ed by Robert L. Kaufman
Cover of the book Managing ADHD in the K-8 Classroom by Robert L. Kaufman
Cover of the book Post-Mandal Politics in Bihar by Robert L. Kaufman
Cover of the book The Academic Caesar by Robert L. Kaufman
Cover of the book Health Activism by Robert L. Kaufman
Cover of the book The SAGE Handbook of Family Communication by Robert L. Kaufman
Cover of the book Deeper Writing by Robert L. Kaufman
Cover of the book The SAGE Handbook of Social Cognition by Robert L. Kaufman
Cover of the book Teachers Working Together for School Success by Robert L. Kaufman
Cover of the book The Sociology of Religion by Robert L. Kaufman
Cover of the book Criminological Theory by Robert L. Kaufman
Cover of the book Primary Science: Knowledge and Understanding 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