The jackknife and heteroskedasticity: consistent variance estimation for regression models

DOI10.1016/0165-1765(86)90165-5zbMath1328.62450OpenAlexW1560138969WikidataQ126574137 ScholiaQ126574137MaRDI QIDQ899742

Neville C. Weber

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90165-5

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (1)

Models as approximations. I. Consequences illustrated with linear regression

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Jackknife, bootstrap and other resampling methods in regression analysis
• Jackknifing in Unbalanced Situations

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