New heteroskedasticity-robust standard errors for the linear regression model

DOI10.1214/12-BJPS196zbMath1426.62197OpenAlexW2042145346MaRDI QIDQ2448569

Maria da Glória A. Lima, Francisco Cribari-Neto

Publication date: 2 May 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1391611339

zbMATH Keywords

linear regressionheteroskedasticitycovariance matrix estimationquasi-\(t\) test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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Uses Software

• Ox

Cites Work

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