Robust Standard Errors in Small Samples: Some Practical Advice
收藏NBER2012-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18478
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资源简介：
In this paper we discuss the properties of confidence intervals for regression parameters based on robust standard errors. We discuss the motivation for a modification suggested by Bell and McCaffrey (2002) to improve the finite sample properties of the confidence intervals based on the conventional
提供机构：
美国国家经济研究局
创建时间：
2012-10-01
