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: | , , |
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| 格式: | Conference or Workshop Item |
| 出版: |
2013
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| 主题: | |
| 在线阅读: | http://eprints.utm.my/id/eprint/38580/ |
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