An Approximate Test for Comparing Heteroscedastic Regression Models (Q3814583)

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An Approximate Test for Comparing Heteroscedastic Regression Models
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    1988
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    Behrens-Fisher problem
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    heteroscedastic variances
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    Satterthwaite approximation
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    validation
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    independent regression models
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    weighted average of the residual variances
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    chi-squared distributions
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    approximated distributions
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    modified Chow statistic
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    F distribution
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    approximate test
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    An Approximate Test for Comparing Heteroscedastic Regression Models (English)
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