29
Views
18
CrossRef citations to date
0
Altmetric
Theory and Method

An Approximate Test for Comparing Heteroscedastic Regression Models

&
Pages 811-817 | Received 01 Nov 1986, Published online: 12 Mar 2012

References

  • Ali , Mukhtar M. and Silver , Lew J. 1985 . “Tests for Equality Between Sets of Coefficients in Two Linear Regressions Under Heteroscedasticity,” . Journal of the American Statistical Association , 80 : 730 – 735 .
  • Best , D. J. and Rayner , J. C. W. 1987 . “Welch's Approximate Solution for the Behrens—Fisher Problem,” . Technometrics , 29 : 205 – 210 .
  • Chow , G. C. 1960 . “Tests of Equality Between Sets of Coefficients in Two Linear Regressions,” . Econometrica , 28 : 591 – 605 .
  • Davenport , J. M. and Webster , J. T. 1975 . “The Behrens—Fisher Problem: An Old Solution Revisited,” . Metrika , 22 : 47 – 54 .
  • Gupta , S. A. 1978 . “Testing the Equality Between Sets of Coefficients in Two Linear Regressions When Disturbances Are Unequal,” , Purdue University, Dept. of Economics . unpublished Ph.D. dissertation
  • Imhof , J. P. 1961 . “Computing the Distribution of Quadratic Forms in Normal Variables,” . Biometrika , 48 : 419 – 426 .
  • Rothenberg , Thomas J. 1984 . “Hypothesis Testing in Linear Models When the Error Covariance Matrix Is Nonscalar,” . Econometrica , 52 : 827 – 842 .
  • Satterthwaite , F. A. 1946 . “An Approximate Distribution of Estimates of Variance Components,” . Biometrics , 2 : 110 – 114 .
  • Scariano , Stephen M. and Davenport , James M. 1986 . “A Four Moment Approach and Other Practical Solutions to the Behrens—Fisher Problem,” . Communications in Statistics , 15 : 1467 – 1505 .
  • Schmidt , P. and Sickles , R. 1977 . “Some Further Evidence on the Use of the Chow Test Under Heteroskedasticity,” . Econometrica , 45 : 1293 – 1298 .
  • Theil , H. 1971 . Principles of Econometrics , New York : John Wiley .
  • Toyoda , T. 1974 . “Use of the Chow Tests Under Heteroskedasticity,” . Econometrica , 42 : 601 – 608 .
  • Welch , B. L. 1947 . “The Generalization of ‘Students’ Problems When Several Different Population Variances Are Involved,” . Biometrika , 34 : 28 – 35 .
  • Williford , Henry N. , Smith , Joe F. , Mansfield , Edward R. , Conerly , Michael D. and Bishop , Phillip A. 1986 . “Validation of Body Composition Models for High School Wrestlers,” . Medicine and Science in Sports and Exercise , 18 : 216 – 224 .
  • Zellner , A. 1962 . “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias,” . Journal of the American Statistical Association , 57 : 348 – 368 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.