On inference in the presence of heteroskedasticity without replicated observations

DOI10.1080/03610919008812870zbMath0718.62151OpenAlexW1988875941MaRDI QIDQ5750193

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Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/03610919008812870

zbMATH Keywords

powersizejackknifetestspretest estimatorestimated generalized least squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05)

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A rule of thumb for mixed heteroskedasticity
• The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
• Estimating Regression Models with Multiplicative Heteroscedasticity

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