Abstract
Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regression models. They require few assumptions than the existing tests. The properties of the tests are investigated through simulation studies. An example is provided to illustrate the usefulness of the new proposed tests.
| Original language | English |
|---|---|
| Article number | 9460 |
| Pages (from-to) | 1-16 |
| Number of pages | 16 |
| Journal | Journal of Modern Applied Statistical Methods |
| Volume | 18 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2019 |
Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
Keywords
- Bootstrap
- Homoscedasticity test
- Quasi-likelihood
- Regression model
- Variance function