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Journal of the American Statistical Association Volume 70, 1975 - Issue 352
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Theory and Method

Comparison of Estimators of Heteroscedastic Variances in Linear Models

Susan D. Horn Department of Health Care Organization, School of Hygiene and Public Health and Department of Mathematical Sciences, The Johns Hopkins University, Baltimore, Md., 21218, USA
&
Roger A. Horn Department of Mathematical Sciences, The Johns Hopkins University, Baltimore, Md., 21218, USA
Pages 872-879 | Received 01 Jul 1974, Published online: 05 Apr 2012

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Koen Jochmans. (2022) Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates. Journal of the American Statistical Association 117:538, pages 887-896.
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Ted Juhl & Oleksandr Lugovskyy. (2014) A Test for Slope Heterogeneity in Fixed Effects Models. Econometric Reviews 33:8, pages 906-935.
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Bilgehan Güven. (2014) Testing for random effect in the Fuller–Battese model. Statistics 48:4, pages 802-814.
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BILGEHAN GÜVEN. (2005) Inference for Variance Components in a Mixed Model for Unbalanced Split Plot Design. Communications in Statistics - Theory and Methods 34:1, pages 101-112.
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Kao-Tai Tsai & Jiann-Ping Hsu. (1994) Estimation and hypothesis testing of treatment effects in animal reproductive toxicology studies. Journal of Biopharmaceutical Statistics 4:3, pages 411-422.
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John H. Herbert & Phillip S. Kott. (1988) Robust variance estimation in linear regression. Journal of Applied Statistics 15:3, pages 341-345.
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Yogendra P. Chaubey. (1984) On the comparison of some non-negative estimators of variance components for two models. Communications in Statistics - Simulation and Computation 13:5, pages 619-633.
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Ardavan Nozari. (1984) Generalized and oxdinary least squakes with estimated and unequal variances. Communications in Statistics - Simulation and Computation 13:4, pages 521-537.
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Friedrich Pukelsheim. (1981) Linear models and convex geometry: aspects of non-negative variance estimation . Series Statistics 12:2, pages 271-286.
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J. Kleffe. (1980) On recent progress of minque theory nonnegative estimation, consistency, asymptotic normality and explicite formulae . Series Statistics 11:4, pages 563-588.
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Poduri S.R.S. Rao & Yogendra P. Chaubey. (1978) Three modifications of the principle of the minque. Communications in Statistics - Theory and Methods 7:8, pages 767-778.
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K.G. Brown. (1977) On estimation of diagonal covariance matrices by minque. Communications in Statistics - Theory and Methods 6:5, pages 471-484.
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Cüneyt Aydin, Hüseyin Duman, Özge Günes & Dogan Ugur Sanli. (2021) Effect of Stochastic Model Errors on Significance Test for Velocities in Analysis of GPS Position Time Series. Journal of Surveying Engineering 147:1.
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Mehdi Eshagh & Sedigheh Zoghi. (2016) Local error calibration of EGM08 geoid using GNSS/levelling data. Journal of Applied Geophysics 130, pages 209-217.
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Khosro Moghtased-Azar, Ramin Tehranchi & Ali Reza Amiri-Simkooei. (2014) An alternative method for non-negative estimation of variance components. Journal of Geodesy 88:5, pages 427-439.
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Mehdi Eshagh. (2010) Error calibration of quasi-geoidal, normal and ellipsoidal heights of Sweden using variance component estimation. Contributions to Geophysics and Geodesy 40:1, pages 1-30.
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A. L. Rukhin. (2010) Conservative confidence ellipsoids for linear model parameters. Mathematical Methods of Statistics 18:4, pages 375-396.
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M. Eshagh & L. E. Sjöberg. (2008) The Modified Best Quadratic Unbiased Non-Negative Estimator (MBQUNE) of variance components. Studia Geophysica et Geodaetica 52:3, pages 305-320.
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David L. Debertin, Angelos Pagoulatos & Eldon D. Smith. (2015) Estimating Linear Probability Functions: A Comparison of Approaches. Journal of Agricultural and Applied Economics 12:2, pages 65-69.
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