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On the use of a proxy variable in the test for homoscedasticity

✍ Scribed by Sumio Kakimoto; Kazuhiro Ohtani

Book ID
116099781
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
255 KB
Volume
18
Category
Article
ISSN
0165-1765

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πŸ“œ SIMILAR VOLUMES

The F-test of homoscedasticity for corre
The F-test of homoscedasticity for correlated normal variables
✍ Theophilos Cacoullos πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 62 KB

Using the F-representation of t, the Pitman-Morgan t-test for homoscedasticity under a bivariate normal setup is shown to be equivalent to an F-test on n-2 and n-2 degrees of freedom. This yields an F-test of independence under normality.