Question
The generalized and weighted least squares models attempt to correct for this phenomenon in regression analysis. For 10 points each:
[10m] Name this phenomenon in statistics and econometrics in which the variance changes with regard to the value of one variable.
ANSWER: heteroskedasticity [accept heteroscedasticity]
[10h] This man names an LM-test for heteroscedasticity that includes the squares and cross-products of the variables in the original regression. Along with Eicker and Huber, this man names the most common kind of heteroskedasticity-robust standard error.
ANSWER: Halbert White [or Halbert Lynn White Jr.]
[10e] The LM statistic used in the White test consists of the coefficient of determination times this quantity. This quantity symbolized n is the number of data points in a sample.
ANSWER: sample size
<Benjamin McAvoy-Bickford, Other Science>
Summary
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