Testing the equality of the variances of two linear models
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Publication:3928852
DOI10.2307/3315302zbMath0474.62068OpenAlexW2023533784MaRDI QIDQ3928852
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
invariancequadratic formF-testGaussian approximationBLUS residualsASR testlinear combination of chi-squaredsMINQUE principle
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
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- 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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