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> Practical Regression: Noise, Heteroskedasticity, and Grouped Data

商品編號: KEL640
出版日期: 2012/06/11
作者姓名:
Dranove, David
商品類別: Finance
商品規格: 15p

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商品敘述:

This is the sixth in a series of lecture notes which, if tied together into a textbook, might be entitled ""Practical Regression."" The purpose of the notes is to supplement the theoretical content of most statistics texts with practical advice based on nearly three decades of experience of the author, combined with over one hundred years of experience of colleagues who have offered guidance. As the title ""Practical Regression"" suggests, these notes are a guide to performing regression in practice. This note begins by describing the problems that arise when variables are measured with noise. The note progresses to explain how to test for and correct heteroskedasticity. It also explains why it is necessary to adjust standard errors when working with grouped data.


涵蓋領域:

Market research;Finance;Economics


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