Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage

DOI10.1080/02664763.2016.1257591OpenAlexW2556922919MaRDI QIDQ5138727

Rand R. Wilcox

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1257591

zbMATH Keywords

heteroscedasticityrobust regressionprediction intervalsWell Elderly 2 studyanalysis of covariance

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• robustbase
• bootstrap

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymptotic inference under heteroskedasticity of unknown form
• A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
• Tests for regression models with heteroskedasticity of unknown form
• Consistency and asymptotic distribution of the Theil-Sen estimator
• Construction of Exact Simultaneous Confidence Bands for a Simple Linear Regression Model
• A stagewise rejective multiple test procedure based on a modified Bonferroni test
• A sharper Bonferroni procedure for multiple tests of significance
• A new distribution-free quantile estimator
• Regression Quantiles
• Simultaneous Confidence Bands for Linear Regression with Heteroscedastic Errors
• Inference Under Heteroskedasticity and Leveraged Data
• Robust Statistics
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Robust Statistics
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