The power of weighted and ordinary least squares with estimated unequal variances in experimental design
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 14 (1) , 85-102
- https://doi.org/10.1080/03610918508812428
Abstract
Response variances, var(yi), are estimated using replications for each experimental condition. The resulting estimated variances can be used to derive the correct variances of the Ordinary A 2 Least Squares (OLS) estimators β. The estimates si can also be used to compute the Estimated Weighted Least Squares (EWLS) estimators β* . The asymptotic covariance formula for EWLS might be utilized to test the EWLS estimators. The type I and type I1 errors of this test procedure are compared to the corresponding A errors for the OLS estimators β.Keywords
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This publication has 4 references indexed in Scilit:
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- Estimation and hypothesis testing in regression in the presence of nonhomogeneous error variancesCommunications in Statistics - Simulation and Computation, 1983
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