[Q] Can a (non-para) t-statistic/ANOVA bootstrap be used even with heteroscedasticity?

The literature on this topic is confusing. Some places say that a non parametric bootstrap still needs the constant variance assumption.

Are they talking about the coefficient estimates themselves? Because I don’t see why it is needed if you bootstrap the F or t statistic distribution under an artificial null hypothesis created by resampling and permuting the data with replacement.

Can’t you just compare your observed t/F stat to this resampled null distribution? Does this factor into account heteroscedasticity already?

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Nevin Manimala

Nevin Manimala is interested in blogging and finding new blogs https://nevinmanimala.com

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