Title

On the Conditional and Unconditional Type I Error Rates and Power of Tests in Linear Models with Heteroscedastic Errors

Document Type

Article

Publication Date

3-7-2019

Department 1

Management

Abstract

Preliminary tests for homoscedasticity may be unnecessary in general linear models. Based on Monte Carlo simulations, results suggest that when testing for differences between independent slopes, the unconditional use of weighted least squares regression and HC4 regression performed the best across a wide range of conditions.

DOI

10.22237/jmasm/1551966828

Version

Post-Print

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