Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches
نویسندگان
چکیده
منابع مشابه
comparison of the amount of debris extruded apically in two rotary techniques: flexmaster and m2
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15 صفحه اولcomparison between conventional and alternative technique in extraction of maxillary molars
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15 صفحه اولComparison of two QTL mapping approaches based on Bayesian inference using high-dense SNPs markers
To compare different QTL mapping methods, a population with genotypic and phenotypic data was simulated. In Bayesian approach, all information of markers can be used along with combination of distributions of SNP markers. It is assumed that most of the markers (95%) have minor effects and a few numbers of markers (5%) exert major effects. The simulated population included a basic population of ...
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This paper develops Wald type tests for general possibly nonlinear restrictions, in the context of heteroskedastic IV regression with many weak instruments. In particular, it is first shown that consistency and asymptotically normality can be obtained when estimating structural parameters using JIVE, even when errors exhibit heteroskedasticity of unkown form. This is not the case, however, with...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2019
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2019.1586902