不完全数据下相关变量方差齐性检验

On Testing Equality of Variances of Correlated Variates with Incomplete Data

Biometrika · 1984
被引 1
ABS 4

中文导读

修改了Bhoj(1979)提出的不完全数据下方差齐性检验,使其能近似计算最优权重,并与Ekbohm(1982)的统计量比较,发现该检验更优。

Abstract

A test due to Bhoj (1979) for testing the hypothesis of equality of the variances with incomplete data is modified so that the approximate formula for finding optimal weights can be obtained. The empirical powers of this test are compared with those of other known statistics. The comparison suggests that the test is to be preferred to Ekbohm's (1982) statistic based on weighted combinations of the available sums of squares.

统计学假设检验计量经济学方差分析