An Approximate Test for Comparing Heteroscedastic Regression Models

DOI10.2307/2289311MaRDI QIDQ3814583zbMATH OpenOpenAlexFDO

Authors Michael D. Conerly, Edward R. Mansfield

Publication date 1988

Full work available at URL https://doi.org/10.2307/2289311

zbMATH Keywords

approximate testapproximated distributionsBehrens-Fisher problemchi-squared distributionsF distributionheteroscedastic variancesindependent regression modelsmodified Chow statisticSatterthwaite approximationvalidationweighted average of the residual variances

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cited in

(17)

• On testing a subset of regression parameters under heteroskedasticity
• Invariant distribution of Chow statistics
• Testing the equality of several linear regression models
• Testing equality of regression coefficients in heteroscedastic normal regression models
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model
• Applied regression analysis bibliography update 1988-89
• Tests of Disorder of Regression: Asymptotic Comparison
• 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
• A Bounds Test of Equality Between Sets of Coefficients in Two Linear Regressions When Disturbance Variances are Unequal
• A conservative test and confidence region for comparing heteroscedastic regressions
• Testing Equality of Regressions When Error Variances are Heterogeneous to Study the Production Differentials of Rice in Bangladesh
• THE EFFECT OF HETEROSCEDASTICITY ON THE ACTUAL SIZE OF THE CHOW TEST
• A fiducial \(p\)-value approach for comparing heteroscedastic regression models
• A computational approach test for comparing two linear regression models with unequal variances
• Tests for regression models with heteroskedasticity of unknown form
• An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models

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