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1. A small sample study of some sandwich estimators to handle heteroscedasticity
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : 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
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