On testing a subset of regression parameters under heteroskedasticity

DOI10.1016/j.csda.2006.11.018zbMath1445.62180OpenAlexW1973889855MaRDI QIDQ1020699

Miin-Jye Wen, Shun-Yi Chen, Hubert J. Chen

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.11.018

zbMATH Keywords

regression analysishypothesis testingpoint estimationanalysis of varianceheteroskedasticityone-sample procedurepartial test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Robust diagnostics for the heteroscedastic regression model ⋮ Unbiased generalized quasi-regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymptotic inference under heteroskedasticity of unknown form
• Single-stage interval estimation of the largest normal mean under heteroscedasnoty
• Estimating Heteroscedastic Variances in Linear Models
• Exact Analysis of Variance with Unequal Variances: Test Procedures and Tables
• A stein two-sample procedure for the general linear model with unequal error variances
• Single-stage analysis of variance under heteroscedasticity
• ONE-STAGE AND TWO-STAGE STATISTICAL INFERENCE UNDER HETEROSCEDASTICITY
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

This page was built for publication: On testing a subset of regression parameters under heteroskedasticity