Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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