A common modeling strategy consists of estimating the regression parameters by ordinary least squares and then performing hypothesis testing inference using standard errors that are robust to ...

Sílvia Gonçalves, Halbert White, Bootstrap Standard Error Estimates for Linear Regression, Journal of the American Statistical Association, Vol. 100, No. 471 (Sep ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...