Aligned rank tests for the linear model with heteroscedastic errors (Q689419)

In this interesting paper, the authors consider the problem of testing subhypotheses in a heteroscedastic linear regression model. The proposed test statistics are based on the ranks of scaled residuals obtained under the null hypothesis. Any estimator that is \(n^{1/2}\)-consistent under the null hypothesis can be used to form the residuals. The error variances are estimated through a parametric model. This extends the theory of aligned rank tests to the heteroscedastic linear model. A real data set is also used to illustrate the procedure.