Comparing Several Regression Models with Unequal Variances

DOI10.1080/03610918.2014.930899MaRDI QIDQ2828704zbMATH OpenOpenAlexFDO

Authors Soltan Mohammad Sadooghi-Alvandi, A. A. Jafari, H. A. Mardani-Fard

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

zbMATH Keywords

actual sizeBehrens-Fisher problemChow testgeneralized \(p\)-valueheteroscedasticitynuisance parametersparametric bootstrappowerweighted \(F\) test

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

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Cites work

• A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
• A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
• Bounds on the effect of heteroscedasticity on the chow test for structural change
• One-way ANOVA with unequal variances
• Testing Equality of Regressions When Error Variances are Heterogeneous to Study the Production Differentials of Rice in Bangladesh
• Testing Regression Equality with Unequal Variances
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Cited in

(5)

• An Approximate Test for Comparing Heteroscedastic Regression Models
• A fiducial \(p\)-value approach for comparing heteroscedastic regression models
• Testing the equality of several multivariate normal mean vectors under heteroscedasticity: a fiducial approach and an approximate test
• Simultaneous confidence intervals for the quantile differences of several two-parameter exponential distributions under the progressive type II censoring scheme
• A computational approach test for comparing two linear regression models with unequal variances

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