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 ...
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 ...
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,...
Bayesian Heteroskedasticity-Robust Standard Errors Richard Startz * August 2012 Abstract Use of heteroskedasticity-robust standard errors has become common in frequentist regressions. I offer here a Bayesian analog. The Bayesian version is derived by first focusing on the likelihood function for the sampl...
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 ...
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed EffectsFIXED effects modelPANEL analysisDATA modelingDYNAMIC modelsFor linear panel data models with fixed effects, cluster‐robust covariance estimation does not use variability over time. The extant heteroskedasticity‐robust ...
Why are robust standard errors smaller? Comment: On p. 307, you write that robust standard errors “can be smaller than conventional standard errors for two reasons:the small sample bias we have discussed and their higher sampling variance.” A third reason is that heteroskedasticity can make th...
standard errors are robust to heteroskedasticity and clustering 标准误差是使用在异方差和聚类方面 standard 举例：Apple may simply choose to wait and introduce a handset that uses the next generation TD-LTE standard, Wu writes.苹果可以简单地选择等待，然后推出使用下一代...
© 陈强，《计量经济学及Stata应用》，2014年。请勿上传或散发。第6章 异方差 6.1 异方差的后果 “异方差”(heteroskedasticity)是违背球型扰动项假设的一种情形，即Var(|)X依赖于i，不是常数。在异方差的情 i 况下：(1) OLS估计量依然无偏、一致且渐近正态，因为在证明这些性质时并未用到“同方差”的...
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects For linear panel data models with fixed effects, cluster‐robust covariance estimation does not use variability over time. The extant heteroskedasticity‐r... C Han,H Kim - 《Oxford Bulletin of Economics & ...