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Heteroskedastic |
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Heteroskedastic How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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| The test chosen was the Siegal repeated median regression, a technique known to be robust against heteroscedasticity and tolerant to up to 50% of the data points being outliers [22]. 9) The presence of heteroscedasticity may also be important in this setting, as the variance of the equation error term may differ across teams. 30) To correct for bias introduced by heteroscedasticity and contemporaneous correlation, we estimated the model using OLS and panel-corrected standard errors (Beck and Katz 1995; Beck and Katz 2004, 4). |
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