A Note on the Theil-Sen Regression Estimator When the Regressor Is Random and the Error Term Is Heteroscedastic

Testing Hypotheses about Regression Para

Testing Hypotheses about Regression Parameters, When the Error Term Is Heteroscedastic

✍ Rand R. Wilcox 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB 👁 1 views

The paper considers methods for testing H 0 X b 1 F F F b p 0, where b 1 Y F F F Y b p are the slope parameters in a linear regression model with an emphasis on p 2. It is known that even when the usual error term is normal, but heteroscedastic, control over the probability of a type I error can be