Inference on linear models with unequal variances
نویسندگان
1 Department of Statistics, Yazd University, Yazd, Iran
doi
10.22034/jsmta.2023.19919.1092چکیده
In this paper, we consider a diagonal form for the variances of errors in linear models. This form contains the homogeneous and heterogeneous for the errors. First, an estimation for the variances is given, and then a method is introduced for the hypothesis test of parameters in linear models. Some applications of this method are presented.