Comparing Several Regression Models with Unequal Variances

DOI10.1080/03610918.2014.930899zbMath1349.62317OpenAlexW1981750513MaRDI QIDQ2828704

Soltan Mohammad Sadooghi-Alvandi, H. A. Mardani-Fard, A. A. Jafari

Publication date: 26 October 2016

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

Full work available at URL: https://doi.org/10.1080/03610918.2014.930899

zbMATH Keywords

nuisance parametersheteroscedasticitypowerparametric bootstrapBehrens-Fisher problemgeneralized \(p\)-valueChow testactual sizeweighted \(F\) test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Simultaneous confidence intervals for the quantile differences of several two-parameter exponential distributions under the progressive type II censoring scheme ⋮ A computational approach test for comparing two linear regression models with unequal variances ⋮ Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test

Cites Work

• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• 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
• Testing Regression Equality with Unequal Variances
• Bounds on the effect of heteroscedasticity on the chow test for structural change
• Testing Equality of Regressions When Error Variances are Heterogeneous to Study the Production Differentials of Rice in Bangladesh
• One-way ANOVA with Unequal Variances

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