heteroscedasticity-consistent standard errors (Q4439345)

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asymptotic variances under heteroskedasticity
  • White standard errors
  • Huber–White standard errors
  • Eicker–Huber–White standard errors
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English
heteroscedasticity-consistent standard errors
asymptotic variances under heteroskedasticity
  • White standard errors
  • Huber–White standard errors
  • Eicker–Huber–White standard errors

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