Subjective sensitivity data: Considerations to treat heteroscedasticity
نویسندگان
چکیده
منابع مشابه
Correcting for Heteroscedasticity with Heteroscedasticity Consistent Standard Errors in the Linear Regression Model: Small Sample Considerations
In the presence of heteroscedasticity, OLS estimates are unbiased, but the usual tests of significance are inconsistent. However, tests based on a heteroscedasticity consistent covariance matrix (HCCM) are consistent. While most applications using a HCCM appear to be based on the asymptotic version of the HCCM, there are three additional, relatively unknown, small sample versions of the HCCM th...
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ژورنال
عنوان ژورنال: Cogent Medicine
سال: 2019
ISSN: 2331-205X
DOI: 10.1080/2331205x.2019.1673086