Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149): Difference between revisions

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Latest revision as of 21:31, 8 July 2024

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Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors
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    Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (English)
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    18 August 2014
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    heteroscedasticity-consistent covariance estimator
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    heteroscedasticity-consistent interval estimator
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    multicollinearity
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    null rejection rate
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    ridge regression
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