Generalized Least Squares F Test in Regression Analysis With Two-Stage Cluster Samples
两阶段整群抽样回归分析中的广义最小二乘 F 检验
When data are obtained by two-stage cluster sampling, serious problems can arise if conventional methods that ignore the intracluster correlations are used. Wu, Holt, and Holmes showed that the standard F statistic in regression analysis leads to inflated type I error rate (or size) due to correlated errors in the regression model appropriate for clustered data. They proposed a simple correction to the standard F statistic that takes into account common intracluster…