Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation

DOI10.1007/S00362-014-0640-4zbMATH Open1364.62202OpenAlexW2071447353MaRDI QIDQ259659FDOQ259659

Authors: Mario Hasler 

Publication date: 18 March 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0640-4

Recommendations

• Multiple contrast tests in the presence of heteroscedasticity
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zbMATH Keywords

heteroscedasticitymultivariate \(t\)-distributionfamily wise error type Imultiple contrast testssandwich estimation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Computation of multivariate normal and \(t\) probabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
• A stagewise rejective multiple test procedure based on a modified Bonferroni test
• A Multiple Comparison Procedure for Comparing Several Treatments with a Control
• Small sample properties of tests on homogeneity in one-way anova and meta-analysis
• On the numerical availability of multiple comparison procedures
• Note on simultaneous inferences about non-inferiority and superiority for a primary and a secondary endpoint
• Performance of some multiple comparison tests under heteroscedasticity and dependency
• 372: The Anova and Multiple Comparisons for Data with Heterogeneous Variances
• Improving the brown-forsythe solution to the generalized behrens-fisher problem
• Multiple testing of composite null hypotheses in heteroscedastic models
• Multiple contrast tests in the presence of heteroscedasticity
• Multiple comparisons with a control under heteroscedasticity
• ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
• A proof of the conjecture that the Tukey-Kramer multiple comparisons procedure is conservative
• An extension of the Williams trend test to general unbalanced linear models

Cited In (6)

• Single-stage sampling procedure for heteroscedasticity in multiple comparisons with a control
• Multiplicity adjustments for the Dunnett procedure under heterokcedasticity
• Heteroscedasticity irrelevance when testing means difference
• Multiple contrast tests in the presence of heteroscedasticity
• Analysis of means: a generalized approach using R
• Single-stage sampling procedure for heteroscedasticity analysis of means

Uses Software

• R
• mvtnorm
• sandwich
• multcomp
• SimComp
• mratios

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