A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
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Publication:3625366
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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 Regression Equality with Unequal Variances
- Testing equality of regression coefficients in heteroscedastic normal regression models
- Use of the Chow Test under Heteroscedasticity
Cited in
(28)- Bootstrap inference of the skew-normal two-way classification random effects model with interaction
- A conservative test and confidence region for comparing heteroscedastic regressions
- scientific article; zbMATH DE number 1775003 (Why is no real title available?)
- Some joys and trials of mathematical neuroscience
- Comparing exponential location parameters with several controls under heteroscedasticity
- Parametric bootstrap tests for unbalanced three-factor nested designs under heteroscedasticity
- Inference for repeated measures models under heteroscedasticity
- Parametric bootstrap inferences for the growth curve models with intraclass correlation structure
- A fiducial \(p\)-value approach for comparing heteroscedastic regression models
- Comparison of several means: a fiducial based approach
- A parametric bootstrap approach for the equality of coefficients of variation
- Parametric bootstrap tests for unbalanced nested designs under heteroscedasticity
- A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
- scientific article; zbMATH DE number 1376315 (Why is no real title available?)
- A Parametric Bootstrap Test for Two-Way ANOVA Model Without Interaction Under Heteroscedasticity
- A parametric bootstrap approach for two-way error component regression models
- Simultaneous confidence intervals for ratios of means of several lognormal distributions: a parametric bootstrap approach
- A parametric bootstrap approach for one-way ANCOVA with unequal variances
- Bootstrapped White's test for heteroskedasticity in regression models
- Bootstrap hypothesis testing in regression models
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors
- A note on bootstrapped White's test for heteroskedasticity in regression models
- Heteroscedastic global tests that the regression parameters for two or more independent groups are identical
- A computational approach test for comparing two linear regression models with unequal variances
- A parametric bootstrap test for regression coefficients of several panel data models
- A parametric bootstrap solution to two-way MANOVA without interaction under heteroscedasticity: fixed and mixed models
- Testing equality of quantiles of two-parameter exponential distributions under progressive type II censoring
- Comparing Several Regression Models with Unequal Variances
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