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Heteroskedasticity in Regression: Detection and Correction


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Author:
Robert L. Kaufman
Publisher: Sage
Copyright: 2013
ISBN-13: 978-1-4522-3495-3
Pages: 97; paperback
Price: $21.00
Author:
Robert L. Kaufman
Publisher: Sage
Copyright: 2013
ISBN-13:
Pages: 97; eBook
Price: $0.00

Comment from the Stata technical group

Heteroskedasticity in Regression: Detection and Correction is an ideal reference for applied researchers who want to understand the challenges posed by heteroskedasticity and the ways to detect and address it. The book starts with a description of the consequences of heteroskedasticity. Then it reviews tests to detect heteroskedasticity and introduces different solutions to the problem. The discussions highlight the advantages and warnings of the methods presented and complement rigorous technical discussions using Stata examples with do-files available online.

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