132
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical

&
Pages 773-786 | Received 09 Nov 2012, Accepted 07 Mar 2013, Published online: 10 Sep 2014

References

  • Bradley, J.V. (1978). Robustness? British Journal of Mathematical and Statistical Psychology 31:144–152.
  • Chida, Y., Steptoe, A. (2009). Cortisol awakening response and psychosocial factors: A systematic review and meta-analysis. Biological Psychology 80:265–278.
  • Clow, A., Thorn, L., Evans, P., Hucklebridge, F. (2004). The awakening cortisol response: Methodological issues and significance. Stress 7:29–37.
  • Coakley, C.W., Hettmansperger, T.P. (1993). A bounded influence, high breakdown, efficient regression estimator. Journal of the American Statistical Association 88:872–880.
  • Conerly, M.D., Mansfield, E.R. (1988). An approximate test for comparing heteroscedastic regression models. Journal of the American Statistical Association 83:811–817.
  • Cribari-Neto, F. (2004). Asymptotic inference under heteroscedasticity of unknown form. Computational Statistics and Data Analysis 45:215–233.
  • Cribari-Neto, F., Souza, T.C., Vasconcellos, A. L.P. (2007). Inference under heteroskedasticity and leveraged data. Communication in Statistics Theory and Methods 36:1877–1888.
  • Dietz, E.J. (1987). A comparison of robust estimators in simple linear regression. Communications in Statistics–Simulation and Computation 16:1209–1227.
  • Dietz, E.J. (1989). Teaching regression in a nonparametric statistics course. American Statistician 43:35–40.
  • Eakman, A.M., Carlson, M.E., Clark, F.A. (2010). The meaningful activity participation assessment: A measure of engagement in personally valued activities. International Journal of Aging Human Development 70:299–317.
  • Foley, K., Reed, P., Mutran, E., Devellis, R.F. (2002). Measurement adequacy of the CES-D among a sample of older African Americans. Psychiatric Research 109:61–69.
  • Godfrey, L.G. (2006). Tests for regression models with heteroskedasticity of unknown form. Computational Statistics and Data Analysis 50:2715–2733.
  • Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A. (1986). Robust Statistics. New York: Wiley.
  • Heritier, S., Cantoni, E., Copt, S., Victoria-Feser, M.-P. (2009). Robust Methods in Biostatistics. New York: Wiley.
  • Hinkley, D.V. (1977). Jackknifing in unbalanced situations. Technometrics 19:285–292.
  • Hoaglin, D.C. (1985). Summarizing shape numerically: The g-and-h distribution. In: Hoaglin, D., Mosteller, F., Tukey, J., eds. Exploring Data Tables Trends and Shapes. New York: Wiley, pp. 461–515.
  • Huber, P.J., Ronchetti, E. (2009). Robust Statistics.2nd ed. New York: Wiley.
  • Jackson, J., Mandel, D., Blanchard, J., Carlson, M., Cherry, B., Azen, S., Chou, C.-P., Jordan-Marsh, M., Forman, T., White, B., Granger, D., Knight, B., Clark, F. (2009). Confronting challenges in intervention research with ethnically diverse older adults: The USC Well Elderly II trial. Clinical Trials 6:90–101.
  • Johansen, S. (1980). The Welch-James approximation of the distribution of the residual sum of squares in weighted linear regression. Biometrika 67:85–92.
  • Lewinsohn, P.M., Hoberman, H.M., Rosenbaum, M. (1988). A prospective study of risk factors for unipolar depression. Journal of Abnormal Psychology 97:251–264.
  • Long, J.S., Ervin, L.H. (2000). Using heteroscedasticity consistent standard errors in the linear regression model. American Statistician 54:217–224.
  • Maronna, R.A., Martin, D.R., Yohai, V.J. (2006). Robust Statistics: Theory and Methods. New York: Wiley.
  • Ng, M., Wilcox, R.R. (2010). Bootstrap methods for comparing independent regression slopes. British Journal of Mathematical and Statistical Psychology 9:28–42.
  • Peng, H., Wang, S., Wang, X. (2008). Consistency and asymptotic distribution of the Theil–Sen estimator. Journal of Statistical Planning and Inference 138:1836–1850.
  • Radloff, L. (1977). The CES-D scale: A self report depression scale for research in the general population. Applied Psychological Measurement 1:385–401.
  • Rom, D.M. (1990). A sequentially rejective test procedure based on a modified Bonferroni inequality. Biometrika 77:663–666.
  • Rousseeuw, P.J., Leroy, A.M. (1987). Robust Regression & Outlier Detection. New York: Wiley.
  • Rousseeuw, P.J., van Zomeren, B.C. (1990). Unmasking multivariate outliers and leverage points. Journal of the American Statistical Association 85:633–639.
  • Sen, P.K. (1968). Estimate of the regression coefficient based on Kendall’s tau. Journal of the American Statistical Association 63:1379–1389.
  • Staudte, R.G., Sheather, S.J. (1990). Robust Estimation and Testing. New York: Wiley.
  • Talwar, P.P. (1991). A simulation study of some non-parametric regression estimators. Computational Statistics and Data Analysis 15:309–327.
  • Theil, H. (1950). A rank-invariant method of linear and polynomial regression analysis. Indagationes Mathematicae 12:85–91.
  • White, H. (1980). A heteroskedastic-consistent covariance matrix estimator and a direct test of heteroscedasticity. Econometrica 48:817–838.
  • Wilcox, R.R. (2012). Introduction to Robust Estimation and Hypothesis Testing. 3rd ed. San Diego, CA: Academic Press.
  • Yohai, V.J. (1987). High breakdown point and high efficiency robust estimates for regression. Annals of Statistics 15:642–656.

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.