AN APPROXIMATE TEST FOR COMPARING INDEPENDENT REGRESSION-MODELS WITH UNEQUAL ERROR VARIANCES

被引:6
作者
CONERLY, MD
MANSFIELD, ER
机构
关键词
D O I
10.1016/0304-4076(89)90084-5
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:239 / 259
页数:21
相关论文
共 16 条
[1]   TESTS FOR EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS UNDER HETEROSCEDASTICITY [J].
ALI, MM ;
SILVER, JL .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1985, 80 (391) :730-735
[2]   TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J].
CHOW, GC .
ECONOMETRICA, 1960, 28 (03) :591-605
[3]  
GUPTA S, 1978, THESIS PURDUE U W LA
[4]   COMPUTING DISTRIBUTION OF QUADRATIC FORMS IN NORMAL VARIABLES [J].
IMHOF, JP .
BIOMETRIKA, 1961, 48 (3-4) :419-&
[5]   TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS WHEN DISTURBANCE VARIANCES ARE UNEQUAL [J].
JAYATISSA, WA .
ECONOMETRICA, 1977, 45 (05) :1291-1292
[6]  
JEONG KJ, 1975, 143 CLAR GRAD SCH EC
[7]  
JEONG KJ, 1977, SEOUL NATIONAL U EC, V2
[8]   AN APPROXIMATE DISTRIBUTION OF ESTIMATES OF VARIANCE COMPONENTS [J].
SATTERTHWAITE, FE .
BIOMETRICS BULLETIN, 1946, 2 (06) :110-114
[9]   On solutions of the Behrens-Fisher problem, based on the t-distribution [J].
Scheffe, H .
ANNALS OF MATHEMATICAL STATISTICS, 1943, 14 :35-44
[10]   SOME FURTHER EVIDENCE ON USE OF CHOW TEST UNDER HETEROSKEDASTICITY [J].
SCHMIDT, P ;
SICKLES, R .
ECONOMETRICA, 1977, 45 (05) :1293-1298