Profiling heteroscedasticity in linear regression models

DOI10.1002/CJS.11252MaRDI QIDQ90754zbMATH OpenOpenAlexFDO

Authors Qian M. Zhou, Peter X.-K. Song, Mary E. Thompson, Qian M. Zhou, Peter X.-K. Song, Mary E. Thompson

Publication date 15 July 2015

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/113149

zbMATH Keywords

heteroscedasticityhybrid testinformation ratiolinear regression modelsmodel-based estimatorssandwich estimatorsscreeningweighted least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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Cites work

• scientific article; zbMATH DE number 3165872 (Why is no real title available?)
• scientific article; zbMATH DE number 472953 (Why is no real title available?)
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• The IOS Test for Model Misspecification
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
• Variance component testing in generalised linear models with random effects

Cited in

(6)

• Score tests for scale effects, with application to genomic analysis
• Heteroscedasticity diagnostics in two-phase linear regression models
• Adapting for heteroscedasticity in linear models
• Goodness-of-fit test for specification of semiparametric copula dependence models
• skedastic
• Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances

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