Ads
related to: huber white standard errors formula worksheet printable free 2 grade math worksheetsteacherspayteachers.com has been visited by 100K+ users in the past month
- Free Resources
Download printables for any topic
at no cost to you. See what's free!
- Lessons
Powerpoints, pdfs, and more to
support your classroom instruction.
- Worksheets
All the printables you need for
math, ELA, science, and much more.
- Try Easel
Level up learning with interactive,
self-grading TPT digital resources.
- Free Resources
Search results
Results from the WOW.Com Content Network
These are also known as heteroskedasticity-robust standard errors (or simply robust standard errors), Eicker–Huber–White standard errors (also Huber–White standard errors or White standard errors), [1] to recognize the contributions of Friedhelm Eicker, [2] Peter J. Huber, [3] and Halbert White.
Huber-White standard errors improve the efficiency of Liang-Zeger GEE in the absence of serial autocorrelation but may remove the marginal interpretation. GEE estimates the average response over the population ("population-averaged" effects) with Liang-Zeger standard errors , and in individuals using Huber-White standard errors , also known as ...
White test is a statistical test that establishes whether the variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard errors, were proposed by Halbert White in 1980. [1]
Huber-White standard errors assume is diagonal but that the diagonal value varies, while other types of standard errors (e.g. Newey–West, Moulton SEs, Conley spatial SEs) make other restrictions on the form of this matrix to reduce the number of parameters that the practitioner needs to estimate.
In Stata, the command newey produces Newey–West standard errors for coefficients estimated by OLS regression. [13] In MATLAB, the command hac in the Econometrics toolbox produces the Newey–West estimator (among others). [14] In Python, the statsmodels [15] module includes functions for the covariance matrix using Newey–West.
Thus, regression analysis using heteroscedastic data will still provide an unbiased estimate for the relationship between the predictor variable and the outcome, but standard errors and therefore inferences obtained from data analysis are suspect. Biased standard errors lead to biased inference, so results of hypothesis tests are possibly wrong.
Ads
related to: huber white standard errors formula worksheet printable free 2 grade math worksheetsteacherspayteachers.com has been visited by 100K+ users in the past month