Almost unbiased variance estimation in linear regressions with many covariates

Stanislav Anatolyev

doi:10.1016/j.econlet.2018.05.003

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Almost unbiased variance estimation in linear regressions with many covariates

Stanislav Anatolyev

Year: 2018 Journal: Economics Letters Vol: 169 Pages: 20-23 Publisher: Elsevier BV

DOI: 10.1016/j.econlet.2018.05.003

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Keywords:

Covariate Homoscedasticity Estimator Statistics Mathematics Variance (accounting) Econometrics Degrees of freedom (physics and chemistry) Unbiased Estimation Minimum-variance unbiased estimator Bias of an estimator Sample (material) Heteroscedasticity Economics

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Almost unbiased variance estimation in linear regressions with many covariates

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