Work

Comparing Two Approaches in Heteroscedastic Regression Models

Year: 2018

Type: preprint

Abstract: Recently, a generalized test approach is proposed by Sadooghi-alvandi et al. (2016) and a fiducial approach is proposed by Xu and Li (2018) to test the equality of coefficients in several regression models with unequal variances. In this paper, it is shown that the considered quantities in these approaches are identically distributed and therefore, these approaches are same. Also, this result satisfies for the one-way ANOVA problem.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1810.09497

Author: Jafari, Ali Akbar

Institution: Yazd University

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2896184646

Cites: 3

Cited by:

Related to: 20