Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests (Q4734644)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4121264
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests |
scientific article; zbMATH DE number 4121264 |
Statements
Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests (English)
0 references
1989
0 references
exact test size
0 references
Estimators of the variance matrix
0 references
ordinary least squares estimator
0 references
heteroskedasticity robust Wald type test statistics
0 references
regression design
0 references
quality of asymptotic approximations
0 references
bounds
0 references
sample size
0 references
number of regressors
0 references
measures of the leverage of points
0 references
0.7955067157745361
0 references
0.7820048332214355
0 references
0.7814682126045227
0 references
0.778739333152771
0 references
0.778739333152771
0 references
