Bayesian and non-bayesian solutions to analysis of covariance models under heteroscedasticity
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Malwane Ananda, 1995. "GeneralizedF-tests for unbalanced nested designs under heteroscedasticity," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 731-742, December.
- Koschat, Martin A & Weerahandi, Samaradasa, 1992. "Chow-Type Tests under Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 221-228, April.
- Weerahandi, Samaradasa, 1987. "Testing Regression Equality with Unequal Variances," Econometrica, Econometric Society, vol. 55(5), pages 1211-1215, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mohammadreza Meshkani & Afshin Fallah & Amir Kavousi, 2016. "Bayesian analysis of covariance under inverse Gaussian model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(2), pages 280-298, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- MacKinnon, J G, 1989.
"Heteroskedasticity-Robust Tests for Structural Change,"
Empirical Economics, Springer, vol. 14(2), pages 77-92.
- James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Paper 717, Economics Department, Queen's University.
- Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
- Su, Haiyan & Liang, Hua, 2010. "An empirical likelihood-based method for comparison of treatment effects--Test of equality of coefficients in linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 1079-1088, April.
- Scholz, Achim & Neumeyer, Natalie & Munk, Axel, 2004. "Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise," Technical Reports 2004,28, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Weerahandi, Samaradasa & Koschat, Martin A., 2007. "Experimentation on heterogeneous experimental units," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1077-1083, June.
- Lauren Bin Dong, 2004. "Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0405, Department of Economics, University of Victoria.
- Sumith Gunasekera, 2015. "Generalized inferences of $$R$$ R = $$\Pr (X>Y)$$ Pr ( X > Y ) for Pareto distribution," Statistical Papers, Springer, vol. 56(2), pages 333-351, May.
- Ho, Yu-Yun & Weerahandi, Sam, 2007. "Analysis of repeated measures under unequal variances," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 493-504, March.
- Xu, Li-Wen & Wang, Song-Gui, 2008. "A new generalized p-value for ANOVA under heteroscedasticity," Statistics & Probability Letters, Elsevier, vol. 78(8), pages 963-969, June.
- Gebrenegus Ghilagaber, 2004. "Another Look at Chow's Test for the Equality of Two Heteroscedastic Regression Models," Quality & Quantity: International Journal of Methodology, Springer, vol. 38(1), pages 81-93, February.
- Malwane Ananda, 1995. "GeneralizedF-tests for unbalanced nested designs under heteroscedasticity," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 731-742, December.
- Lauren Bin Dong, 2004. "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0404, Department of Economics, University of Victoria.
- Shin-Fu Tsai, 2019. "Comparing Coefficients Across Subpopulations in Gaussian Mixture Regression Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 610-633, December.
- Masafumi Akahira, 2002. "Confidence intervals for the difference of means: application to the Behrens-Fisher type problem," Statistical Papers, Springer, vol. 43(2), pages 273-284, April.
- Liwen Xu & Hongxia Guo & Shenghua Yu, 2018. "Generalized p value tests for variance components in a class of linear mixed models," Statistical Papers, Springer, vol. 59(2), pages 581-604, June.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:86:y:1998:i:1:p:177-192. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.