Testing the equality of the variances of two linear models

DOI10.2307/3315302zbMath0474.62068OpenAlexW2023533784MaRDI QIDQ3928852

Yogendra P. Chaubey

Publication date: 1981

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315302

zbMATH Keywords

invariancequadratic formF-testGaussian approximationBLUS residualsASR testlinear combination of chi-squaredsMINQUE principle

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

The exact distribution function of the ratio of two dependent quadratic forms ⋮ Locally most powerful test for testing the equality of variances of two linear models with common regression parameters ⋮ Exact moments of a ratio of two positive quadratic forms in normal variables

Cites Work

• Unnamed Item
• Testing for multiplicative heteroskedasticity
• Gaussian approximation to a bivariate quadratic form distribution
• Estimating Regression Models with Multiplicative Heteroscedasticity
• A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models
• Computing the distribution of quadratic forms in normal variables
• Independent Stepwise Residuals for Testing Homoscedasticity

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