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To obtain reliable standard errors, the analyst employed a heteroscedasticity-robust estimator in the linear regression.
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To obtain reliable standard errors, the analyst employed a heteroscedasticity-robust estimator in the linear regression.
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Related words
heteroscedasticity-robust
Adjective
Japanese Meaning
統計学において、分散が一定でない（不等分散が存在する）場合でも、推定量が頑健な（信頼性のある）性質を持つことを示す。
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