Comparing Several Regression Models with Unequal Variances
Publication:2828704
DOI10.1080/03610918.2014.930899zbMath1349.62317OpenAlexW1981750513MaRDI QIDQ2828704
Soltan Mohammad Sadooghi-Alvandi, H. A. Mardani-Fard, A. A. Jafari
Publication date: 26 October 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2014.930899
nuisance parametersheteroscedasticitypowerparametric bootstrapBehrens-Fisher problemgeneralized \(p\)-valueChow testactual sizeweighted \(F\) test
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (3)
Cites Work
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
- A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
- Testing Regression Equality with Unequal Variances
- Bounds on the effect of heteroscedasticity on the chow test for structural change
- Testing Equality of Regressions When Error Variances are Heterogeneous to Study the Production Differentials of Rice in Bangladesh
- One-way ANOVA with Unequal Variances
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