𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Analysis of fixed effects linear models under heteroscedastic errors

✍ Scribed by Todd Smith; Shyamal D. Peddada

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
421 KB
Volume
37
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

In this article we develop a new test procedure for testing a linear hypothesis in a fixed effects linear model with heteroscedastic errors. This test is based on the ordinary least squares estimator (OLSE) of the regression parameter and uses the variance estimator of OLSE that accounts for heteroscedasticity. The null distribution of this statistics is approximated by a multiple of central F distribution. Simulation studies suggest that the new critical region performs well both in terms of size and power.

πŸ“œ SIMILAR VOLUMES

Sensitivity analysis of productive inven
Sensitivity analysis of productive inventories under modeling errors
✍ M.S. Mahmoud; M.A. Younis πŸ“‚ Article πŸ“… 1990 πŸ› Elsevier Science 🌐 English βš– 645 KB

In this paper, the optimal policy of fixed order size inventory systems is reexamined when cost parameters and demand level forecast are incorrectly estimated. Sensitivity expressions based on first-order perturbations are derived to indicate the resulting variation in the operation cost, It is part

Estimation of Linear Error-in-Covariable
Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship
✍ Qihua Wang πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 166 KB

Consider the linear models of the form Y=X { ;+= with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector ; with the help of proper validation data.