Comparison of Estimators of Heteroscedastic Variances in Linear Models

DOI10.2307/2285450MaRDI QIDQ4082876zbMATH OpenOpenAlexFDO

Authors Susan D. Horn, Roger A. Horn

Publication date 1975

Full work available at URL https://doi.org/10.2307/2285450

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99) Linear regression; mixed models (62J05)

Cited in

(7)

• On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators
• Conservative confidence ellipsoids for linear model parameters
• Three modifications of the principle of the minque
• Estimation and hypothesis testing of treatment effects in animal reproductive toxicology studies
• Inference for Variance Components in a Mixed Model for Unbalanced Split Plot Design
• A Test for Slope Heterogeneity in Fixed Effects Models
• Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates

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