Heteroscedasticity-consistent standard errors

Results: 36



#Item
1Sampling / Econometrics / Estimation theory / Design effect / Standard error / Sample size determination / Variance / Random sample / Heteroscedasticity-consistent standard errors / Statistics / Statistical inference / Data analysis

Producing accurate standard errors is essential for both the scholarly research and official policy uses of the data because they indicate the precision of the estimates and the statistical significance of hypothesis tes

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Source URL: international.ipums.org

Language: English - Date: 2011-06-03 10:12:47
2Estimation theory / Heteroscedasticity-consistent standard errors / Generalized method of moments / Linear regression / Instrumental variable / Estimator / Heteroscedasticity / T-statistic / Maximum likelihood / Statistics / Econometrics / Regression analysis

Ghostscript wrapper for C:rstumentspsjginal-1.pdf

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Source URL: ageconsearch.umn.edu

Language: English - Date: 2011-09-29 14:45:52
3Regression analysis / Estimation theory / Generalized method of moments / Instrumental variable / Heteroscedasticity-consistent standard errors / Linear regression / M-estimator / Maximum likelihood / Endogeneity / Statistics / Econometrics / Economics

Title stata.com ivregress — Single-equation instrumental-variables regression Description Options

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Source URL: www.stata.com

Language: English - Date: 2015-04-07 21:48:38
4Autoregressive conditional heteroskedasticity / Heteroscedasticity / Estimator / Time series / Heteroscedasticity-consistent standard errors / Statistics / Econometrics / Time series analysis

Joint Statistics Seminar The Hong Kong University of Science and Technology GARCH Model with Ergodic and Stationary Rescaled Errors by

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Source URL: www.bm.ust.hk

Language: English - Date: 2009-02-02 21:58:08
5Semiparametric regression / Heteroscedasticity-consistent standard errors / T-statistic / Least squares / Polynomial regression / Bias of an estimator / Nonparametric regression / Residual sum of squares / Normal distribution / Statistics / Regression analysis / Linear regression

New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis Jianqing FAN and Runze L I Semiparametric regression models are very useful for longitudinal data analysis. The comp

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Source URL: www.personal.psu.edu

Language: English - Date: 2004-11-30 13:50:28
6Statistical inference / Econometrics / Analysis of variance / Resampling / Bootstrapping / Linear regression / Maximum likelihood / Estimator / Heteroscedasticity-consistent standard errors / Statistics / Regression analysis / Estimation theory

Title stata.com xtreg — Fixed-, between-, and random-effects and population-averaged linear models Description Syntax

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Source URL: www.stata.com

Language: English - Date: 2015-04-07 21:49:00
7Robust regression / Least squares / Errors and residuals in statistics / Iteratively reweighted least squares / Estimation theory / Estimator / Bootstrapping / Least trimmed squares / Heteroscedasticity-consistent standard errors / Statistics / Regression analysis / M-estimator

Robust Regression Appendix to An R and S-PLUS Companion to Applied Regression John Fox January 2002

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Source URL: chem-eng.utoronto.ca

Language: English - Date: 2011-10-20 08:36:20
8Time series analysis / Regression analysis / Simultaneous equation methods / Autoregressive conditional heteroskedasticity / Mathematical finance / Heteroscedasticity-consistent standard errors / Robert F. Engle / Heteroscedasticity / Time series / Statistics / Econometrics / Economics

ARCH and MGARCH models Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2013

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Source URL: www.ncer.edu.au

Language: English - Date: 2014-06-05 01:44:36
9Econometrics / Statistical inference / Simultaneous equation methods / Heteroscedasticity-consistent standard errors / Generalized method of moments / Instrumental variable / Estimator / M-estimator / Least squares / Statistics / Estimation theory / Regression analysis

IV and IV-GMM Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2013

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Source URL: www.ncer.edu.au

Language: English - Date: 2014-06-05 01:44:28
10Linear regression / Heteroscedasticity-consistent standard errors / Heteroscedasticity / Ordinary least squares / Errors and residuals in statistics / Instrumental variable / Generalized linear model / Power transform / Homoscedasticity / Statistics / Regression analysis / Econometrics

The Journal of Mental Health Policy and Economics J Ment Health Policy Econ 5, A Comparison of Methods to Handle Skew Distributed Cost Variables in the Analysis of the Resource Consumption in Schizophrenia T

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Source URL: www.icmpe.org

Language: English - Date: 2004-07-20 19:00:00
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