Exploration into power of homogeneity and serial correlation tests
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F13%3A00201067" target="_blank" >RIV/62156489:43110/13:00201067 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.11118/actaun201361041129" target="_blank" >http://dx.doi.org/10.11118/actaun201361041129</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.11118/actaun201361041129" target="_blank" >10.11118/actaun201361041129</a>
Alternative languages
Result language
angličtina
Original language name
Exploration into power of homogeneity and serial correlation tests
Original language description
Verification of regression models is primarily based on analysis of error terms and constitutes one of the most important steps in applied regression analysis. In cross-sectional models, the error terms are typically heteroskedastic, while in time seriesregressions the errors are often affected by serial correlation. Consequently, in this paper, we focus on Monte Carlo simulations applied to explore the power of several tests of homogeneity and tests for presence of autocorrelation. In the past decades, the computational power has increased significantly to allow the benefit of simulation from exact distributions, which are not defined explicitly. We will discuss 1) testing of homogeneity for a given number of components in the exponential mixture approximated by subpopulations and 2) simulation of power in several commonly used tests of autocorrelation. For the first case, we consider exact likelihood ratio test (ELR) and exact likelihood ratio test against the alternative with two-c
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
61
Issue of the periodical within the volume
4
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
1129-1136
UT code for WoS article
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EID of the result in the Scopus database
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