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George W. Downs and David M. Rocke
American Journal of Political Science
Vol. 23, No. 4 (Nov., 1979), pp. 816-828
Published by: Midwest Political Science Association
Stable URL: http://www.jstor.org/stable/2110809
Page Count: 13
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Heteroscedasticity is generally viewed as no more than a barrier to the accurate estimation of regression coefficients which requires the application of weighted least squares or variable transformations. Here it is argued that its analysis can also provide political scientists with significant substantive information that would ordinarily go undetected as well as evidence of model misspecification. Several empirical examples are presented which illustrate the kinds of conclusions which can be drawn.
American Journal of Political Science © 1979 Midwest Political Science Association