Testing equality of regression coefficients in heteroscedastic normal regression models
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Cites work
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- Bayesian analysis of a three-component hierarchical design model
- Bayesian Inference Under Partial Prior Information
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- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- Methods for Default and Robust Bayesian Model Comparison: The Fractional Bayes Factor Approach
- Objective Bayesian Variable Selection
- On the justification of default and intrinsic Bayes factors
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Cited in
(18)- Prior distributions for objective Bayesian analysis
- Training samples in objective Bayesian model selection.
- Objective Bayesian methods for one-sided testing
- On intrinsic priors for nonnested models
- Testing for normality in linear regression models using regression and scale equivariant estimators
- A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
- A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
- An Approximate Test for Comparing Heteroscedastic Regression Models
- Accounting for uncertainty in heteroscedasticity in nonlinear regression
- Testing Equality of Regressions When Error Variances are Heterogeneous to Study the Production Differentials of Rice in Bangladesh
- A fiducial \(p\)-value approach for comparing heteroscedastic regression models
- A computational approach test for comparing two linear regression models with unequal variances
- Bayes factors for comparison of restricted simple linear regression coefficients
- Objective Testing Procedures in Linear Models: Calibration of the p‐values
- Objective priors for hypothesis testing in one‐way random effects models
- A consistent on‐line Bayesian procedure for detecting change points
- A Bayesian joinpoint regression model with an unknown number of break-points
- Consistency of Bayes factors for linear models
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