Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models (Q959403)
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scientific article; zbMATH DE number 5381729
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| English | Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models |
scientific article; zbMATH DE number 5381729 |
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Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models (English)
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11 December 2008
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AR(1) errors
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heteroscedasticity
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local power
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noncentral \(\chi ^{2}\) approximation
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nonlinear models
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residual plots
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score test
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simulation
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0.9157885909080504
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0.8213661909103394
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0.7962928414344788
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0.7925395369529724
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