Comparison of Estimators of Heteroscedastic Variances in Linear Models

DOI10.2307/2285450zbMath0321.62073OpenAlexW4255406373MaRDI QIDQ4082876

Roger A. Horn, Susan D. Horn

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/2285450

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (7)

Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates ⋮ A Test for Slope Heterogeneity in Fixed Effects Models ⋮ Conservative confidence ellipsoids for linear model parameters ⋮ Inference for Variance Components in a Mixed Model for Unbalanced Split Plot Design ⋮ Three modifications of the principle of the minque ⋮ Estimation and hypothesis testing of treatment effects in animal reproductive toxicology studies ⋮ On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators

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