{"id":"https://openalex.org/W2066200344","doi":"https://doi.org/10.1080/03610910903402572","title":"Heteroskedasticity-Robust Inference in Linear Regressions","display_name":"Heteroskedasticity-Robust Inference in Linear Regressions","publication_year":2009,"publication_date":"2009-12-01","ids":{"openalex":"https://openalex.org/W2066200344","doi":"https://doi.org/10.1080/03610910903402572","mag":"2066200344"},"language":"en","primary_location":{"id":"doi:10.1080/03610910903402572","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903402572","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076240135","display_name":"Ver\u00f4nica Maria Cadena Lima","orcid":"https://orcid.org/0000-0003-2714-4525"},"institutions":[{"id":"https://openalex.org/I126158947","display_name":"Universidade Federal da Bahia","ror":"https://ror.org/03k3p7647","country_code":"BR","type":"education","lineage":["https://openalex.org/I126158947"]},{"id":"https://openalex.org/I4210145392","display_name":"Hospital Ana Nery","ror":"https://ror.org/04aercx33","country_code":"BR","type":"healthcare","lineage":["https://openalex.org/I4210145392"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Ver\u00f4nica M. C. Lima","raw_affiliation_strings":["Universidade Federal da Bahia","Departamento de Estat\u00edstica , Universidade Federal da Bahia , Salvador, BA, Brazil"],"affiliations":[{"raw_affiliation_string":"Universidade Federal da Bahia","institution_ids":["https://openalex.org/I4210145392","https://openalex.org/I126158947"]},{"raw_affiliation_string":"Departamento de Estat\u00edstica , Universidade Federal da Bahia , Salvador, BA, Brazil","institution_ids":["https://openalex.org/I126158947"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5042511150","display_name":"Tatiene Correia de Souza","orcid":"https://orcid.org/0000-0002-8873-0889"},"institutions":[{"id":"https://openalex.org/I126158947","display_name":"Universidade Federal da Bahia","ror":"https://ror.org/03k3p7647","country_code":"BR","type":"education","lineage":["https://openalex.org/I126158947"]},{"id":"https://openalex.org/I4210145392","display_name":"Hospital Ana Nery","ror":"https://ror.org/04aercx33","country_code":"BR","type":"healthcare","lineage":["https://openalex.org/I4210145392"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Tatiene C. Souza","raw_affiliation_strings":["Universidade Federal da Bahia","Departamento de Estat\u00edstica , Universidade Federal da Bahia , Salvador, BA, Brazil"],"affiliations":[{"raw_affiliation_string":"Universidade Federal da Bahia","institution_ids":["https://openalex.org/I4210145392","https://openalex.org/I126158947"]},{"raw_affiliation_string":"Departamento de Estat\u00edstica , Universidade Federal da Bahia , Salvador, BA, Brazil","institution_ids":["https://openalex.org/I126158947"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5022676431","display_name":"Francisco Cribari\u2010Neto","orcid":"https://orcid.org/0000-0002-5909-6698"},"institutions":[{"id":"https://openalex.org/I25112270","display_name":"Universidade Federal de Pernambuco","ror":"https://ror.org/047908t24","country_code":"BR","type":"education","lineage":["https://openalex.org/I25112270"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Francisco Cribari-Neto","raw_affiliation_strings":["Universidade Federal de Pernambuco, Cidade Universit\u00e1ria","Departamento de Estat\u00edstica, Universidade Federal de Pernambuco Cidade Universit\u00e1ria Recife/PE Brazil"],"affiliations":[{"raw_affiliation_string":"Universidade Federal de Pernambuco, Cidade Universit\u00e1ria","institution_ids":["https://openalex.org/I25112270"]},{"raw_affiliation_string":"Departamento de Estat\u00edstica, Universidade Federal de Pernambuco Cidade Universit\u00e1ria Recife/PE Brazil","institution_ids":["https://openalex.org/I25112270"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5059640690","display_name":"Gil\u00eanio Borges Fernandes","orcid":"https://orcid.org/0000-0002-2364-0954"},"institutions":[{"id":"https://openalex.org/I126158947","display_name":"Universidade Federal da Bahia","ror":"https://ror.org/03k3p7647","country_code":"BR","type":"education","lineage":["https://openalex.org/I126158947"]},{"id":"https://openalex.org/I4210145392","display_name":"Hospital Ana Nery","ror":"https://ror.org/04aercx33","country_code":"BR","type":"healthcare","lineage":["https://openalex.org/I4210145392"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Gil\u00eanio B. Fernandes","raw_affiliation_strings":["Universidade Federal da Bahia","Departamento de Estat\u00edstica , Universidade Federal da Bahia , Salvador, BA, Brazil"],"affiliations":[{"raw_affiliation_string":"Universidade Federal da Bahia","institution_ids":["https://openalex.org/I4210145392","https://openalex.org/I126158947"]},{"raw_affiliation_string":"Departamento de Estat\u00edstica , Universidade Federal da Bahia , Salvador, BA, Brazil","institution_ids":["https://openalex.org/I126158947"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5076240135"],"corresponding_institution_ids":["https://openalex.org/I126158947","https://openalex.org/I4210145392"],"apc_list":null,"apc_paid":null,"fwci":0.5654,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.69895654,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"39","issue":"1","first_page":"194","last_page":"206"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"Heteroscedasticity","score":0.8349330425262451},{"id":"https://openalex.org/keywords/homoscedasticity","display_name":"Homoscedasticity","score":0.6981524229049683},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6186107993125916},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5606048107147217},{"id":"https://openalex.org/keywords/leverage","display_name":"Leverage (statistics)","score":0.5268422961235046},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4990859031677246},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.48243245482444763},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.47248974442481995},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.4612497389316559},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.45919668674468994},{"id":"https://openalex.org/keywords/ordinary-least-squares","display_name":"Ordinary least squares","score":0.45866480469703674},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.45462822914123535},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3452376127243042},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.10621058940887451}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.8349330425262451},{"id":"https://openalex.org/C104409967","wikidata":"https://www.wikidata.org/wiki/Q1054836","display_name":"Homoscedasticity","level":3,"score":0.6981524229049683},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6186107993125916},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5606048107147217},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.5268422961235046},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4990859031677246},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.48243245482444763},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.47248974442481995},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4612497389316559},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.45919668674468994},{"id":"https://openalex.org/C99656134","wikidata":"https://www.wikidata.org/wiki/Q2912993","display_name":"Ordinary least squares","level":2,"score":0.45866480469703674},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.45462822914123535},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3452376127243042},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.10621058940887451}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610910903402572","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903402572","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320323681","display_name":"Funda\u00e7\u00e3o de Amparo \u00e0 Pesquisa do Estado da Bahia","ror":"https://ror.org/0473khm44"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W71201577","https://openalex.org/W1523144742","https://openalex.org/W1966262817","https://openalex.org/W1984935883","https://openalex.org/W1987967768","https://openalex.org/W2046561947","https://openalex.org/W2047142410","https://openalex.org/W2055434604","https://openalex.org/W2068204407","https://openalex.org/W2091020207","https://openalex.org/W2108818539","https://openalex.org/W2129249398","https://openalex.org/W2152701363","https://openalex.org/W2325530759","https://openalex.org/W2498631646","https://openalex.org/W4232380332","https://openalex.org/W4242010931"],"related_works":["https://openalex.org/W2051354704","https://openalex.org/W2582496451","https://openalex.org/W2065460266","https://openalex.org/W2380616114","https://openalex.org/W3202682398","https://openalex.org/W2413996692","https://openalex.org/W2732151112","https://openalex.org/W2388528498","https://openalex.org/W3128240669","https://openalex.org/W3113597462"],"abstract_inverted_index":{"The":[0],"assumption":[1],"that":[2],"all":[3],"errors":[4],"share":[5],"the":[6,19,59,65,126,132,168,177],"same":[7],"variance":[8],"(homoskedasticity)":[9],"is":[10,28,62],"commonly":[11],"violated":[12],"in":[13,122],"empirical":[14],"analyses":[15],"carried":[16],"out":[17],"using":[18,116,154,186],"linear":[20],"regression":[21],"model.":[22],"A":[23],"widely":[24],"adopted":[25],"modeling":[26],"strategy":[27],"to":[29,55,124],"perform":[30,39],"point":[31,45,114],"estimation":[32,115,156],"by":[33],"ordinary":[34],"least":[35,119],"squares":[36,120],"and":[37,47,64,94,144,165],"then":[38],"testing":[40],"inference":[41,180],"based":[42,150,181],"on":[43,131,141,151,167,182],"these":[44],"estimators":[46,149],"heteroskedasticity-consistent":[48,146],"standard":[49],"errors.":[50],"These":[51],"tests,":[52],"however,":[53],"tend":[54],"be":[56],"size-distorted":[57],"when":[58],"sample":[60,79,170],"size":[61],"small":[63],"data":[66],"contain":[67],"atypical":[68],"observations.":[69],"Furno":[70,72],"(1996":[71],",":[73,109],"M.":[74],"(":[75],"1996":[76],").":[77],"Small":[78],"behavior":[80],"of":[81,91,106,128,172],"a":[82,117],"robust":[83,155,187],"heteroskedasticity":[84],"consistent":[85],"covariance":[86,147],"matrix":[87,148],"estimator":[88],".":[89],"Journal":[90],"Statistical":[92],"Computation":[93],"Simulation":[95],"54":[96],":":[97],"115":[98],"\u2013":[99],"128":[100],".[Taylor":[101],"&":[102],"Francis":[103],"Online],":[104],"[Web":[105],"Science":[107],"\u00ae]":[108],"[Google":[110],"Scholar])":[111],"suggested":[112],"performing":[113],"weighted":[118],"mechanism":[121],"order":[123],"attenuate":[125],"effect":[127],"leverage":[129],"points":[130],"associated":[133],"inference.":[134],"In":[135],"this":[136],"article,":[137],"we":[138],"follow":[139],"up":[140],"her":[142],"proposal":[143],"define":[145],"residuals":[152],"obtained":[153],"methods.":[157],"We":[158],"report":[159],"Monte":[160],"Carlo":[161],"simulation":[162],"results":[163,178],"(size":[164],"power)":[166],"finite":[169],"performance":[171],"different":[173],"heteroskedasticity-robust":[174],"tests.":[175],"Overall,":[176],"favor":[179],"HC0":[183],"tests":[184],"constructed":[185],"residuals.":[188]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-01-22T23:29:09.771500","created_date":"2025-10-10T00:00:00"}