Confidence intervals for the slope of a regression line when the error term has nonconstant variance

DOI10.1016/0167-9473(95)00038-0zbMath0900.62158OpenAlexW1985110668MaRDI QIDQ1351096

Rand R. Wilcox

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00038-0

zbMATH Keywords

HeteroscedasticityBootstrap

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear inference, regression (62J99) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed ⋮ Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis ⋮ Bootstrap confidence intervals for correlation between continuous repeated measures ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

• The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
• On the number of bootstrap simulations required to construct a confidence interval
• Robust estimation in heteroscedastic linear models
• Jackknife, bootstrap and other resampling methods in regression analysis
• Better Bootstrap Confidence Intervals
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