Some improvements in confidence intervals for standardized regression coefficients (Q1695735): Difference between revisions

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+https://doi.org/10.1007/s11336-017-9563-z
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+W2597353595
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+Q38746280
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@@ Property / cites work @@
+Bootstrap‐corrected ADF test statistics in covariance structure analysis
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+Asymptotically distribution‐free methods for the analysis of covariance structures
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+The $\chi^2$ Test of Goodness of Fit
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+Asymptotic inference under heteroskedasticity of unknown form
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+A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
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+Inference Under Heteroskedasticity and Leveraged Data
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+Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors
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+Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
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+The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
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+Maximum Likelihood Estimation of Misspecified Models
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+Q3914196
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+A Tale of Two Regressions
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+Simulating multivariate nonnormal distributions
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+Correlation weights in multiple regression
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+Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Biases and standard errors of standardized regression coefficients
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