Heteroskedasticity in Regression: Detection and Correction, by Robert Kaufman, covers the commonly ignored topic of heteroskedasticity (unequal error variances) in regression analyses and provides a practical guide for how to proceed in terms of testing and correction. Emphasizing how to apply diagnostic tests and corrections for heteroskedasticity in actual data analyses, the monograph offers three approaches for dealing with heteroskedasticity: (1) variance-stabilizing transformations of the dependent variable; (2) calculating robust standard errors, or heteroskedasticity-consistent standard errors; and (3) generalized least squares estimation coefficients and standard errors. The detection and correction of heteroskedasticity is illustrated with three examples that vary in terms of sample size and the types of units analyzed (individuals, households, U.S. states). Intended as a supplementary text for graduate-level courses and a primer for quantitative researchers, the book fills the gap between the limited coverage of heteroskedasticity provided in applied regression textbooks and the more theoretical statistical treatment in advanced econometrics textbooks.
This book title, Heteroskedasticity in Regression (Detection and Correction), ISBN: 9781452234953, by Robert L. Kaufman, published by SAGE Publications (June 28, 2013) is available in paperback. Our minimum order quantity is 25 copies. All standard bulk book orders ship FREE in the continental USA and delivered in 4-10 business days.
Unlike Amazon and other retailers who may also offer Heteroskedasticity in Regression (Detection and Correction) books on their website, we specialize in large quantities and provide personal service, from trusted, experienced, friendly people in Portland, Oregon. We offer a Price Match Guarantee, and QuickQuote form, to make purchasing quick and easy.
Prefer to work with a human being when you order Heteroskedasticity in Regression (Detection and Correction) books in bulk? Our Book Specialists are standing by Monday-Friday 8-5 PST, ready to help!
