Heteroscedasticity diagnostics in two-phase linear regression models

DOI10.1080/00949650802058061MaRDI QIDQ3638526zbMATH OpenOpenAlexFDO

Authors Yong Li, Jinguan Lin

Publication date 27 October 2009

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650802058061

zbMATH Keywords

heteroscedasticityindividual testMonte Carlo simulationscore testsimultaneous testtwo-phase linear regression models

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Monte Carlo methods (65C05)

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Cites work

• A new look at the statistical model identification
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• Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity
• Estimating the dimension of a model
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• Exponential family nonlinear models
• scientific article; zbMATH DE number 3913478 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 1028265 (Why is no real title available?)
• Score Tests for Regression Models
• Testing for constant variance in a linear model
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Testing for varying dispersion in exponential family nonlinear models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Varying Dispersion Diagnostics for Inverse Gaussian Regression Models

Cited in

(7)

• scientific article; zbMATH DE number 3860210 (Why is no real title available?)
• scientific article; zbMATH DE number 472953 (Why is no real title available?)
• Some inferential questions in regard to analysing two-way layouts and associated linear model theory and practice
• Heteroscedasticity diagnostics for t linear regression models
• Robust diagnostics for the heteroscedastic regression model
• Diagnostics for heteroscedasticity in regression
• Profiling heteroscedasticity in linear regression models

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