Analysis of fixed effects linear models under heteroscedastic errors

DOI10.1016/S0167-7152(97)00143-0MaRDI QIDQ1387690zbMATH OpenOpenAlexFDO

Authors Shyamal D. Peddada, Todd B. Smith

Publication date 19 October 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(97)00143-0

zbMATH Keywords

central F distributionfixed effects linear modelheteroscedasticityhomoscedasticitylinear modelordinary least squares estimatorpivotal statisticsvariance estimation

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• Estimating Heteroscedastic Variances in Linear Models
• scientific article; zbMATH DE number 19009 (Why is no real title available?)
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 1240597 (Why is no real title available?)
• scientific article; zbMATH DE number 549943 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Jackknife variance estimators in linear models
• Jackknife, bootstrap and other resampling methods in regression analysis
• Jackknifing in Unbalanced Situations

Cited in

(6)

• On testing a subset of regression parameters under heteroskedasticity
• The simultaneous assessment of normality and homoscedasticity in linear fixed effects models
• Test of random subject effects in heteroskedastic linear models
• On the size of theF-test for the one-way random model with heterogeneous error variances
• Homogeneity tests for one-way models with dependent errors under correlated groups
• Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors

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