Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors (Q2876149)
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scientific article; zbMATH DE number 6331014
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| English | Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors |
scientific article; zbMATH DE number 6331014 |
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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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0.825649619102478
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0.8053176999092102
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0.7837164998054504
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0.7773997187614441
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