Packalen, Mikko; Wirjanto, Tony S. - In: Computational Statistics & Data Analysis 56 (2012) 1, pp. 1-14
Selecting an estimator for the covariance matrix of a regression's parameter estimates is an important step in hypothesis testing. From less to more robust estimators, the choices available to researchers include Eicker/White heteroskedasticity-robust estimator, cluster-robust estimator, and...
