An Approximate Test for Comparing Heteroscedastic Regression Models

DOI10.2307/2289311zbMath0664.62067OpenAlexW4241800234MaRDI QIDQ3814583

Michael D. Conerly, Edward R. Mansfield

Publication date: 1988

Full work available at URL: https://doi.org/10.2307/2289311

zbMATH Keywords

F distributionSatterthwaite approximationvalidationBehrens-Fisher problemchi-squared distributionsheteroscedastic variancesapproximate testapproximated distributionsindependent regression modelsmodified Chow statisticweighted average of the residual variances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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