New heteroskedasticity-robust standard errors for the linear regression model (Q2448569)
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scientific article; zbMATH DE number 6291462
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| English | New heteroskedasticity-robust standard errors for the linear regression model |
scientific article; zbMATH DE number 6291462 |
Statements
New heteroskedasticity-robust standard errors for the linear regression model (English)
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2 May 2014
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covariance matrix estimation
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heteroskedasticity
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linear regression
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quasi-\(t\) test
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0.8699591159820557
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0.8561040163040161
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0.8526920676231384
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0.85242760181427
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0.8493407368659973
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