Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors |
scientific article; zbMATH DE number 6331014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors |
scientific article; zbMATH DE number 6331014 |
Statements
Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (English)
0 references
18 August 2014
0 references
heteroscedasticity-consistent covariance estimator
0 references
heteroscedasticity-consistent interval estimator
0 references
multicollinearity
0 references
null rejection rate
0 references
ridge regression
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references