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On type I errors after a preliminary test for heteroscedasticity
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
1999 (English)In: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, ISSN 0039-0526, Vol. 48, no 1, 63-72 p.Article in journal (Refereed) Published
Abstract [en]

In 1988 Caudill studied the sizes for testing a zero slope in a simple linear regression model without intercept in the presence of heteroscedasticity. He used a Goldfeld and Quandt test for pretesting and made ad hoc transformations of the data to avoid

Place, publisher, year, edition, pages
BLACKWELL PUBL LTD , 1999. Vol. 48, no 1, 63-72 p.
Keyword [en]
heteroscedasticity; pretest testing; regression; HETEROSKEDASTICITY
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-27554OAI: oai:DiVA.org:uu-27554DiVA: diva2:55449
Note
Addresses: Jonsson B, Univ Uppsala, Div Stat, Dept Informat Sci, Box 513, S-75120 Uppsala, Sweden. Univ Uppsala, Div Stat, Dept Informat Sci, S-75120 Uppsala, Sweden.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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