In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...
This paper enlarges on results of Wan and Zou [Journal of Econometrics 114 (2003), 165–96] on the choice of critical values for pre-test procedures based on the minimum risk criterion. We consider a ...
John A. Jacquez, Frances J. Mather and Charles R. Crawford The theory of simple linear regression is extended to the case of non-uniform error variances for the ...
Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...
There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...
When contextual features of test-taking environments differentially affect item responding for different test-takers and these features vary across test administrations, they may cause differential ...