Inference on linear models with unequal variances

Document Type : Original Scientific Paper


Department of Statistics, Yazd University, Yazd, Iran


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.


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