New heteroskedasticity-robust standard errors for the linear regression model (Q2448569)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New heteroskedasticity-robust standard errors for the linear regression model |
scientific article |
Statements
New heteroskedasticity-robust standard errors for the linear regression model (English)
0 references
2 May 2014
0 references
covariance matrix estimation
0 references
heteroskedasticity
0 references
linear regression
0 references
quasi-\(t\) test
0 references
0 references
0 references
