An Approximate Test for Comparing Heteroscedastic Regression Models
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Publication:3814583
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
F distributionSatterthwaite approximationvalidationBehrens-Fisher problemchi-squared distributionsheteroscedastic variancesapproximate testapproximated distributionsindependent regression modelsmodified Chow statisticweighted average of the residual variances
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