A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
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Publication:3625366
DOI10.1080/03610910902737077zbMATH Open1163.62022OpenAlexW2060401191MaRDI QIDQ3625366FDOQ3625366
Authors: Lili Tian, Chang-Xing Ma, Albert Vexler 
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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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 (26)
- 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
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- 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 Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
- 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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