Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model
By J. Scott Long, Laurie H. Ervin. 2000
1,573 citations recorded by the source corpus.
Subfields: Analytical Chemistry, Applied Mathematics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/152672b624b44b12250363eee602554fe49ca782
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Analytical Chemistry
- Ing-Haw Cheng
- L. Lee
- Agustina Giraudy
- Clem Brooks
- Francisco Cribari‐Neto
- Shinichi Nakagawa
- Sebastian Calonico
- C. Fogarty
In Applied Mathematics
- Ing-Haw Cheng
- L. Lee
- Agustina Giraudy
- Clem Brooks
- Francisco Cribari‐Neto
- Shinichi Nakagawa
- C. Fogarty
- T. G. Hill
In Statistics and Probability
- M. D. Cattaneo
- Max H. Farrell
- R. Titiunik
- Sebastian Calonico
- Francisco Cribari‐Neto
- Michael Jansson
- Silvia L. P. Ferrari
- Victor Chernozhukov
Citations in the corpus
- Unraveling the “passion orchestra” in academia (2016, methodology): “Therefore, we reran our analyses using the HC3 estimator for robust standard errors, described in Long and Ervin (2000) and Hayes and Cai (2007).”
- Does ownership matter? The performance and efficiency of State Oil vs. Private Oil (1987-2006) (2009, neutral): “- Total estimator calculated with robust standard errors (HC3) as suggested in Long and Ervin (2000).”
- Detecting Earnings Management: A New Approach (2012, background): “This variant has been shown to be the best specified for samples with less than 250 observations (Long and Erwin, 2000).”
- Women's Political Representation and Welfare State Spending in 12 Capitalist Democracies (2007, result): “We note that alternative estimators (Long and Ervin 2000; White 1980) deliver similar results for key gender-related factors in our analyses.”
- Neglected biological patterns in the residuals (2011, methodology): “In such situations, an alternative method of reducing the effects of heteroscedasticity in our model is to use a HCSE estimator (White 1980; Long and Ervin 2000).”
- Improved heteroscedasticity‐consistent covariance matrix estimators (2000, background): ““ (k) i follows from ( 9 ) and (10) as Bb”
- Resurrecting weighted least squares (2017, methodology): “As a result, the finite-sample properties of this practice, under conditional heteroskedasticity, are poor in small to moderate samples; for example, see Long and Ervin (2000).”
- Regression Discontinuity Designs Using Covariates (2018, background): “, Long and Ervin (2000), MacKinnon (2012), and references therein).”
- Cycle commuting in Belgium: Spatial determinants and ‘re-cycling’ strategies (2011, methodology): “The White, Breusch-Pagan and Koenker-Bassett tests for the presence of heteroskedasticity were performed first, and the asymptotic version HC3 of the heteroskedasticity-consistent covariance matrix (HCCM) was then used to correct for heteroskedasticity (Long and Ervin, 2000).”