Comparing Several Regression Models with Unequal Variances

DOI10.1080/03610918.2014.930899zbMath1349.62317MaRDI QIDQ2828704

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

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

nuisance parameters; heteroscedasticity; power; parametric bootstrap; Behrens-Fisher problem; generalized \(p\)-value; Chow test; actual size; weighted \(F\) test

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F40: Bootstrap, jackknife and other resampling methods

62E17: Approximations to statistical distributions (nonasymptotic)

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Cites Work

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