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heteroscedastic error #56

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CPernet opened this issue Feb 4, 2021 · 0 comments
Open

heteroscedastic error #56

CPernet opened this issue Feb 4, 2021 · 0 comments
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CPernet commented Feb 4, 2021

in limo_glm allows heteroscedastic error
The error term as e1=sqrt(n/(n − k))*e or e2 = e/(1 − h)^1/2 or e3 = e/(1 − h) with h
see also Davidson, R., and E. Flachaire (2008). “The wild bootstrap, tamed at last,” Journal of Econometrics, 146, 162–169.
@CPernet CPernet self-assigned this Feb 4, 2021
@CPernet CPernet changed the title heteroscedastiv error heteroscedastic error Feb 4, 2021
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