Open AccessNew heteroskedasticity-robust standard errors for the linear regression model
Author(s) -
Francisco CribariNeto,
Maria da Glória A. Lima
Publication year - 2014
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/12-bjps196
Subject(s) - heteroscedasticity , mathematics , statistics , estimator , ordinary least squares , econometrics , standard error , linear regression , covariance matrix , robust regression , robust statistics , generalized least squares , inference , linear model , regression analysis , computer science , artificial intelligence
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