heteroskedasticity robust standard errorsheterosked asticity robust standard errors 异增塑性稳健标准误差 重点词汇 robust强健的;坚固的;强劲的;耐用的;结实的;强壮的;坚定的;富有活力的 errors错误;差错;谬误; error的复数©2022 Baidu |由 百度智能云 提供计算服务 | 使用百度前必读 | 文库协议 | 网站地图 ...
Heteroskedasticity- robust inference in linear regressions. Communications in statistics - Simulation and Com- putation 39, 194-206.Lima V C, Souza T C, Cribari-Neto F, et al. Heteroskedasticity-robust inference in linear regression[J]. Commu- nications in Statistics-Simulation and Computation, ...
Inlinear regression analysis, anestimator of the asymptotic covariance matrixof the OLS estimator is said to be heteroskedasticity-robust if it converges asymptotically to the true value even when the variance of the errors of the regression is not constant. In this case, also the standard errors,...
76, No. 1 (January, 2008), 155–174HETEROSKEDASTICITY-ROBUST STANDARD ERRORS FORFIXED EFFECTS PANEL DATA REGRESSIONJ AMES H. S TOCKHarvard University, Cambridge, MA 02138, U.S.A., and NBERM ARK W. W ATSONWoodrow Wilson School, Princeton University, Princeton, NJ 08544, U.S.A., and ...
Another class of heteroskedasticity robust estimators uses the Wild bootstrap to estimate the distribution of a given test statistic, forming a rejection region based on the realized bootstrap distribution. The Wild bootstrap involves forming B bootstrap samples using the data generating process yi∗...
Robust Standard Errors for Robust:强大的稳健标准误差 热度: 标准误差对效应量解释的影响 热度: Introduction to Fixed Effects Methods - SAS:介绍了固定效应方法的SAS 热度: Heteroskedasticity-RobustStandardErrorsforFixedEffectsPanelDataRegression May26,2006 ...
如果这样做了之后，没有特殊的要求，实际上异方差自相关不用检验了，因为用这个方法是robust的。
求翻译:robust to heteroskedasticity是什么意思?待解决 悬赏分:1 - 离问题结束还有 robust to heteroskedasticity问题补充:匿名 2013-05-23 12:21:38 很强,以异方差 匿名 2013-05-23 12:23:18 有力,heteroskedasticity 匿名 2013-05-23 12:24:58 健壮对heteroskedasticity 匿名 2013-05-23 12:26:...
Heteroskedasticity-robusts.e.(White-Huber-Eickers.e.)Heteroskedasticity-robustFstatisticHeteroskedasticity-robustLMstatistic 异方差检验方法：B-P方法；White方法；异方差处理：GLSFGLS 8.1ConsequencesofHeteroskedasticityforOLS HeteroskedasticityNotChange: UnbiasednessConsistency ...
the Bayesian estimator can be made to look very similar to the usual heteroskedasticity-robust frequentist estimator. Bayesian estimation is easily accomplished by a standard MCMC procedure. * Department of Economics, 2127 North Hall, University of California, Santa Barbara, CA 93106, email: startz@...