A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models

DOI10.1080/03610910902737077zbMATH Open1163.62022OpenAlexW2060401191MaRDI QIDQ3625366FDOQ3625366

Albert Vexler, Chang-Xing Ma, Lili Tian

Publication date: 12 May 2009

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910902737077

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zbMATH Keywords

heteroscedasticitytype I error\(P\)-valuegeneralized variable

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

Cites Work

• A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
• A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
• Testing equality of regression coefficients in heteroscedastic normal regression models
• Use of the Chow Test under Heteroscedasticity
• Testing Regression Equality with Unequal Variances

Cited In (25)

• Inference for repeated measures models under heteroscedasticity
• A computational approach test for comparing two linear regression models with unequal variances
• Comparison of several means: a fiducial based approach
• Parametric Bootstrap Tests for Unbalanced Three-factor Nested Designs under Heteroscedasticity
• Parametric bootstrap inferences for the growth curve models with intraclass correlation structure
• Bootstrap tests for nonparametric comparison of regression curves with dependent errors
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• A parametric bootstrap approach for the equality of coefficients of variation
• A parametric bootstrap approach for two-way error component regression models
• A Parametric Bootstrap Test for Two-Way ANOVA Model Without Interaction Under Heteroscedasticity
• Bootstrapped White's test for heteroskedasticity in regression models
• Title not available (Why is that?)
• Comparing exponential location parameters with several controls under heteroscedasticity
• Testing equality of quantiles of two-parameter exponential distributions under progressive type II censoring
• A note on bootstrapped White's test for heteroskedasticity in regression models
• Parametric bootstrap tests for unbalanced nested designs under heteroscedasticity
• A conservative test and confidence region for comparing heteroscedastic regressions
• A Parametric Bootstrap Solution to Two-way MANOVA without Interaction under Heteroscedasticity: Fixed and Mixed Models
• Comparing Several Regression Models with Unequal Variances
• Simultaneous confidence intervals for ratios of means of several lognormal distributions: a parametric bootstrap approach
• Some joys and trials of mathematical neuroscience
• A Parametric Bootstrap Approach for One-Way ANCOVA with Unequal Variances
• A fiducial p-value approach for comparing heteroscedastic regression models
• Bootstrap hypothesis testing in regression models
• Bootstrap inference of the skew-normal two-way classification random effects model with interaction

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