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Author
Jabłońska Katarzyna (Jagiellonian University Medical College)
Title
Dealing with Heteroskedasticity within the Modeling of the Quality of Life of Older People
Source
Statistics in Transition, 2018, vol. 19, nr 3, s. 433-452, rys., tab., aneks, bibliogr. s. 449-452
Keyword
Regresja liniowa, Modelowanie zjawisk czasowo-przestrzennych, Jakość życia, Ludzie starsi
Linear regression, Modeling of time-space, Quality of life, Elderly people
Note
summ.
Abstract
Using the estimation method of ordinary least squares leads to unreliable results in the case of heteroskedastic linear regression model. Other estimation methods are described, including weighted least squares, division of the sample and heteroskedasticity-consistent covariance matrix estimators, all of which can give estimators with better properties than ordinary least squares. The methods are presented giving the example of modelling quality of life of older people, based on a data set from the first wave of the COURAGE - Poland study. The comparison of estimators and their practical application may teach how to choose methodologically the most appropriate estimation tool after detection of heteroscedasticity. (original abstract)
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The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
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ISSN
1234-7655
Language
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2018-024
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