The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
From MaRDI portal
Publication:142975
DOI10.1093/biomet/67.1.85zbMath0422.62066OpenAlexW2046254450MaRDI QIDQ142975
Søren Johansen, Søren Glud Johansen
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.1.85
quadratic formlinear modelBehrens-Fisher problemresidual sum of squaresempirical weightweighted analysisWelch-James approximation
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach, Confidence intervals for the slope of a regression line when the error term has nonconstant variance, Analysis of unbalanced factorial designs with heteroscedastic data, A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices, Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test, A Two Sample Test for Mean Vectors with Unequal Covariance Matrices, Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning, A modified Bartlett test for heteroscedastic one-way MANOVA, Wald-type statistics using \(\{2 \}\)-inverses for hypothesis testing in general factorial designs, Multivariate Behrens-Fisher problem using means of auxiliary variables, An approximate degrees of freedom test for heteroscedastic two-way ANOVA, Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem., A Bayesian solution to the multivariate Behrens-Fisher problem, Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices, Robust and powerful nonorthogonal analyses, Three Approximate Solutions to the Multivariate Behrens–Fisher Problem, A comparison of type i error rates and power levels for seven solutions to the multivariate behrens-fisher problem, Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs, Testing homogeneity of variances with unequal sample sizes, Likelihood Ratio Type Statistics for Repeated Measures Designs with Heterogeneous Covariance Matrices, A parametric bootstrap solution to the MANOVA under heteroscedasticity, The analysis of repeated measurements: a comparison of mixed-model satterthwaite f tests and a nonpooled adjusted degrees of freedom multivariate test, TYPE I ERROR CONTROL OF TWO-GROUP MULTIVARIATE TESTS ON MEANS UNDER CONDITIONS OF HETEROGENEOUS CORRELATION STRUCTURE AND VARIED MULTIVARIATE DISTRIBUTIONS, Unnamed Item, The multivariate Behrens-Fisher distribution, Power Approximations in Testing for Unequal Means in a One-Way ANOVA Weighted for Unequal Variances, Combining estimates of tectonic plate rotations: an extension of Welch's method to spherical regression, Robust nonorthogonal analyses revisited: An update based on trimmed means, On the Behrens–Fisher problem from the spatial median point of view, Multivariate Behrens-Fisher problem with missing data, A further study on Chen-Qin's test for two-sample Behrens-Fisher problems for high-dimensional data, QANOVA: quantile-based permutation methods for general factorial designs, On the two-sample Behrens-Fisher problem for functional data, On the \(k\)-sample Behrens-Fisher problem for high-dimensional data, MANOVA for nested designs with unequal cell sizes and unequal cell covariance matrices, Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical, doex
