Standard errors estimation in the presence of high leverage point and heteroscedastic errors in multiple linear regression

In this study, the Robust Heteroscedastic Consistent Covariance Matrix (RHCCM) was proposed in order to estimate standard errors of regression coefficients in the presence of high leverage points and heteroscedastic errors in multiple linear regression. Robust Heteroscedastic Consistent Covariance M...

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Main Authors: Khoo, Li Peng, Adnan, Robiah, Ahmad, Maizah Hura
格式: Conference or Workshop Item
出版: 2013
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在線閱讀:http://eprints.utm.my/id/eprint/38580/
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