Weerahandi, Samaradasa; Koschat, Martin A. - In: Statistics & Probability Letters 77 (2007) 11, pp. 1077-1083
A frequent but often conveniently ignored problem in experimentation involving longitudinal and cross-sectional data is heterogeneity in variances across experimental units. Under such conditions conventional and popular OLS methods often perform poorly, producing biased results. Motivated by a...