On inference in the presence of heteroskedasticity without replicated observations

DOI10.1080/03610919008812870MaRDI QIDQ5750193zbMATH OpenOpenAlexFDO

Authors

Publication date 1990

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812870

zbMATH Keywords

estimated generalized least squares estimatorjackknifepowerpretest estimatorsizetests

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Recommendations

• Asymptotic inference under heteroskedasticity of unknown form
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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A rule of thumb for mixed heteroskedasticity
• Estimating Regression Models with Multiplicative Heteroscedasticity
• The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator

Cited in

(4)

• Misspecified skedastic functions in grouped-data models
• An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function.
• Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
• A rule of thumb for mixed heteroskedasticity

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