Dealing with Heteroskedasticity within the Modeling of the Quality of Life of Older People

• Autorzy: Katarzyna Jabłońska
• Języki publikacji: EN

Abstrakty

EN

Using the estimation method of ordinary least squares leads to unreliable results in the case of heteroskedastic linear regression model. Other estimation methods are described, including weighted least squares, division of the sample and heteroskedasticity-consistent covariance matrix estimators, all of which can give estimators with better properties than ordinary least squares. The methods are presented giving the example of modelling quality of life of older people, based on a data set from the first wave of the COURAGE - Poland study. The comparison of estimators and their practical application may teach how to choose methodologically the most appropriate estimation tool after detection of heteroscedasticity. (original abstract)

Słowa kluczowe

EN

Linear regression; Modeling of time-space; Quality of life; Elderly people

PL

Regresja liniowa; Modelowanie zjawisk czasowo-przestrzennych; Jakość życia; Ludzie starsi

• Czasopismo: Statistics in Transition
• Rocznik: 2018
• Tom: 19
• Numer: nr 3
• Strony: 433--452

Twórcy

autor

Katarzyna Jabłońska

• Jagiellonian University Medical College

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Identyfikatory

DOI

10.21307/stattrans-2018-024