Compartir
Heteroskedasticity in Regression: Detection and Correction (en Inglés)
Robert L. Kaufman
(Autor)
·
Sage Publications, Inc
· Tapa Blanda
Heteroskedasticity in Regression: Detection and Correction (en Inglés) - Kaufman, Robert L.
Libro Nuevo
Importado
Envío: 10 a 12 días háb.
₡ 37.844
Costos de importación y 13% IVA incluídos en el precio ✅
Reseña del libro "Heteroskedasticity in Regression: Detection and Correction (en Inglés)"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Blanda.
✓ Producto agregado correctamente al carro, Ir a Pagar.