Essays about: "Viking Westman"

Found 1 essay containing the words Viking Westman.

  1. 1. A small sample study of some sandwich estimators to handle heteroscedasticity

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Viking Westman; [2021]
    Keywords : ;

    Abstract : 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. READ MORE