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...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | Conference or Workshop Item |
| 出版: |
2013
|
| 主題: | |
| 在線閱讀: | http://eprints.utm.my/id/eprint/38580/ |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
成為第一個發表評論!