Sökning: "Viking Westman"

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  1. 1. A small sample study of some sandwich estimators to handle heteroscedasticity

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Viking Westman; [2021]
    Nyckelord :;

    Sammanfattning : This simulation study sets out to investigate Heteroscedasticity-Consistent Covariance Matrix Estimation using the sandwich method in relatively small sample sizes. The different estimators are evaluated on how accurately they assign confidence intervals around a fixed, true coefficient, in the presence of random sampling and both homo- and heteroscedasticity. LÄS MER