A fiducial p-value approach for comparing heteroscedastic regression models

DOI10.1080/03610918.2016.1255966zbMath1462.62132OpenAlexW2556872396MaRDI QIDQ4563421

Jing Xu, Xin Min Li

Publication date: 1 June 2018

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

Full work available at URL: https://doi.org/10.1080/03610918.2016.1255966

zbMATH Keywords

\(p\)-valueparametric bootstraptype I errorfiducial inferenceheteroscedasticity regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (6)

A computational approach test for comparing two linear regression models with unequal variances ⋮ Fiducial inference for gamma distributions: two-sample problems ⋮ Post-selection inference of generalized linear models based on the lasso and the elastic net ⋮ A fiducial-based approach to the one-way ANOVA in the presence of nonnormality and heterogeneous error variances ⋮ Inference on the equality means of several two-parameter exponential distributions under progressively Type II censoring ⋮ Simultaneous confidence intervals for ratios of means of zero-inflated log-normal populations

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• Use of the Chow Test under Heteroscedasticity
• Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
• Shelf Life Determination Based On Equivalence Assessment
• Fiducial Generalized Confidence Intervals

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