and an estimate of the standard error of the residual is Thus, the residuals can be modified to better detect unusual observations. The ratio of the residual to its ...
The studentized residual, which is the residual divided by its standard error, is both displayed and plotted. A measure of influence, Cook's D, is displayed. Cook's D measures the change to the ...
In these data sets, the residuals may be correlated across firms or across time, and OLS standard errors can be biased. Historically, researchers in the two literatures have used different solutions ...
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