Heteroskedasticity in Regression - Detection and Correction (Paperback, New)

This volume covers the commonly ignored topic of heteroskedasticity (unequal error variances) in regression analyses and provides a practical guide for how to proceed in terms of testing and correction. Emphasizing how to apply diagnostic tests and corrections for heteroskedasticity in actual data analyses, the book offers three approaches for dealing with heteroskedasticity: variance-stabilizing transformations of the dependent variable; calculating robust standard errors, or heteroskedasticity- consistent standard errors; and generalized least squares estimation coefficients and standard errors. The detection and correction of heteroskedasticity is illustrated with three examples that vary in terms of sample size and the types of units analyzed (individuals, households, U.S. states). Intended as a supplementary text for graduate-level courses and a primer for quantitative researchers, the book fills the gap between the limited coverage of heteroskedasticity provided in applied regression textbooks and the more theoretical statistical treatment in advanced econometrics textbooks.

General

Imprint:	Sage Publications Ltd
Country of origin:	United States
Series:	Quantitative Applications in the Social Sciences
Release date:	August 2013
First published:	June 2013
Authors:	Robert L. Kaufman
Dimensions:	215 x 139 x 6mm (L x W x T)
Format:	Paperback
Pages:	112
Edition:	New
ISBN-13:	978-1-4522-3495-3
Categories:	Books > Reference & Interdisciplinary > Communication studies > Research methods Books > Science & Mathematics > Mathematics > Probability & statistics Books > Social sciences > Sociology, social studies > Social research & statistics > General Promotions
LSN:	1-4522-3495-7
Barcode:	9781452234953

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