Analysis of fixed effects linear models under heteroscedastic errors

DOI10.1016/S0167-7152(97)00143-0zbMath0897.62071OpenAlexW2007605402MaRDI QIDQ1387690

Shyamal D. Peddada, Todd B. Smith

Publication date: 19 October 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00143-0

zbMATH Keywords

linear modelheteroscedasticityvariance estimationordinary least squares estimatorhomoscedasticitycentral F distributionfixed effects linear modelpivotal statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09)

Related Items (1)

On the size of theF-test for the one-way random model with heterogeneous error variances

Cites Work

• Jackknife, bootstrap and other resampling methods in regression analysis
• Jackknife variance estimators in linear models
• Estimating Heteroscedastic Variances in Linear Models
• Jackknifing in Unbalanced Situations
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