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Standard errors estimation in the presence of high leverage point and heteroscedastic errors in multiple linear regression

In this study, the Robust Heteroscedastic Consistent Covariance Matrix (RHCCM) was proposed in order to estimate standard errors of regression coefficients in the presence of high leverage points and heteroscedastic errors in multiple linear regression. Robust Heteroscedastic Consistent Covariance M...

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Bibliographic Details
Main Authors:	Adnan, Robiah, Ahmad, Maizah Hura
Format:	Article
Language:	English
Published:	Penerbit UTM Press 2014
Subjects:	QA Mathematics
Online Access:	http://eprints.utm.my/id/eprint/59947/1/RobiahAdnan2017_StandardErrorsEstimationinthepresence.pdf http://eprints.utm.my/id/eprint/59947/ http://dx.doi.org/10.11113/mjfas.v10n3.279
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