A note on the multiple comparisons of exponential location parameters with several controls under heteroscedasticity

Abstract

Several researchers have addressed the problem of constructing simultaneous confidence intervals (SCIs) for comparing exponential location parameters with a control or controls under heteroscedasticity when sample sizes are equal or unequal. They usually used simulation-based inference procedures or Lam's technique that leads to conservative SCIs. In this paper, we present a set of SCIs for comparing exponential location parameters with a control, controls and the best control under heteroscedasticity when sample sizes are possibly unequal. Our method is not a simulation-based inference procedure and our results show that the proposed SCIs have some advantages over others.

Inferences on the regression coefficients in panel data models: parametric bootstrap approach

“…We refer to such a method as a reliable method. Secondly, the candidate for the best method must have the largest power among reliable methods, see [7,9,10,20] and [6]. In addition, using the central limit theorem, 98% confidence intervals around estimates between 0.0428 and 0.0572 cover the nominal level 0.05.…”