Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability

Huber, P. J. (1967). Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability.

Type

Unclassified

Intellectual base

Unclassified

Year

1967

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Cited by

1 citation across 1 artifact.

Domain-specific

• Heteroskedasticity-consistent standard errors
  • … observable transfers from White's HC0 covariance uses X'X inverse around X'diag(e_i²)X, producing different standard errors but the same OLS coefficients. to An analyst selects a small-sample correction, checks clustering or serial dependence separately and does not call HC errors robust to misspecified coefficients..

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