On the use of a proxy variable in the test for homoscedasticity

DOI10.1016/0165-1765(85)90171-5MaRDI QIDQ375109zbMATH OpenOpenAlexFDO

Authors Sumio Kakimoto, Kazuhiro Ohtani

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(85)90171-5

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

Recommendations

• A note on the use of a proxy variable in testing hypothesis
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• Proxies versus omitted variables in regression analysis
• Bounding the Effects of Proxy Variables on Regression Coefficients
• Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables

Cites work

• scientific article; zbMATH DE number 3599370 (Why is no real title available?)
• A Note on the Use of Proxy Variables
• A note on the use of a proxy variable in testing hypothesis
• MSE dominance of least squares with errors-of-observation
• Relative Asymptotic Bias from Errors of Omission and Measurement
• Some Properties of Tests for Specification Error in a Linear Regression Model

Cited in

(3)

• A note on the use of a proxy variable in testing hypothesis
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances

This page was built for publication: On the use of a proxy variable in the test for homoscedasticity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q375109)