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- 2011-7-11
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- 2014-8-2
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SeesFA Wrote:
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> Use white-corrected std errors for Conditional
> Heterosked
>
> Use Hansen method to adjust std errors for Serial
> Correlation (auto-regressive)
>
> Use Hansen method to adjust std errors for Cond
> Heterosked AND serial correl; it adjust for both.
Good post SeesFA!
Also, use stepwise regression to remove variables from regression to minimize multicollinearity.
Edited 1 time(s). Last edit at Tuesday, April 12, 2011 at 01:04AM by Iginla2010. |
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发表于 2011-7-11 19:28
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