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Weighted Least Squares Regression

Weighted Least Squares Regression( )
Author: Garson, G. David
ISBN:978-1-62638-017-2
Publication Date:Aug 2013
Publisher:Statistical Associates Publishers
Book Format:Ebook
List Price:USD $5.00
Book Description:

WEIGHTED LEAST SQUARES REGRESSION A graduate-level introduction and illustrated tutorial on weighted least squares regression (WLS) using SPSS, SAS, or Stata. WLS addresses the heteroscedasticity problem in OLS. In the face of heteroscedasticity, ordinary regression computes erroneous standard errors. This in turn makes significance tests incorrect. New in the 2013 edition: Over twice as much depth (now 54 pp. compared to 19 in the 2012 edition) Covers SPSS, SAS, and...
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