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- W1988875941 abstract "A Monte Carlo study is used to examine the size and power of t tests formed using a variety of estimation procedures appropriate in the context of heteroskedasticity when there are no replicated observations. There are three main results: (1) the ordinary least squares estimator is quite robust with respect to inference; (2) an estimated generalized least squares estimator, formed using a possibly-erroneous assumption that the functional form of the heteroskedasticity is multiplicative, has highest power among the estimators considered, but has a too-large size; and (3) the advantages of the jackknife do not appear until the degree of heteroskedasticity is unrealistically large" @default.
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- W1988875941 date "1990-01-01" @default.
- W1988875941 modified "2023-09-25" @default.
- W1988875941 title "On inference in the presence of heteroskedasticity without replicated observations" @default.
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- W1988875941 doi "https://doi.org/10.1080/03610919008812870" @default.
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