Confidence intervals for the slope of a regression line when the error term has nonconstant variance
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- MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties,"
Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper 537, Economics Department, Queen's University.
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- Guogen Shan & Hua Zhang & Jim Barbour, 2021. "Bootstrap confidence intervals for correlation between continuous repeated measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(4), pages 1175-1195, October.
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