A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity
提出一种小样本边界检验，用于判断两个线性回归模型系数集是否相等，适用于扰动方差不等的情况，并证明在系数差异较大时比Jayatissa检验更有效。
This article proposes a small sample bounds test for equality between sets of coefficients in two linear regressions with unequal disturbance variances. The probability that our test is inconclusive is given under the null hypothesis. It is also shown that our test is more powerful than the Jayatissa test when the regression coefficients differ substantially.