Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical

DOI10.1080/03610918.2013.784986zbMath1328.62105OpenAlexW2011437854MaRDI QIDQ5252866

Rand R. Wilcox, Florence Clark

Publication date: 3 June 2015

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

Full work available at URL: https://doi.org/10.1080/03610918.2013.784986

zbMATH Keywords

heteroscedasticityrobust estimatorsHC4 estimatoranalysis of covarianceWell Elderly II studyJohansen's method

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

• WRS2

Cites Work

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• Asymptotic inference under heteroskedasticity of unknown form
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• High breakdown-point and high efficiency robust estimates for regression
• Tests for regression models with heteroskedasticity of unknown form
• Consistency and asymptotic distribution of the Theil-Sen estimator
• A simulation study of some nonparametric regression estimators
• A comparison of robust estimators in simple linear regression
• Inference Under Heteroskedasticity and Leveraged Data
• Robust Statistics
• Robust Statistics

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