Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points

Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points

Violation of the assumption of homogeneity of variance of the errors in the linear regression model, causes heteroscedasticity. In the presence of heteroscedastic errors, the ordinary least squares (OLS) estimates are unbiased and consistent, but their covariance matrix estimator is biased and no...

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书目详细资料
主要作者:	Muhammadu, Adamu Adamu
格式:	Thesis
语言:	English
出版:	2016
主题:	Heteroscedasticity Robust statistics
在线阅读:	http://psasir.upm.edu.my/id/eprint/69761/1/IPM%202016%204%20-%20IR.pdf
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