Heteroscedasticity diagnostics in two-phase linear regression models

DOI10.1080/00949650802058061zbMath1183.62116MaRDI QIDQ3638526

Jin-Guan Lin, Yong Li

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

heteroscedasticity; Monte Carlo simulation; score test; simultaneous test; individual test; two-phase linear regression models

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

65C05: Monte Carlo methods

62J20: Diagnostics, and linear inference and regression

Cites Work

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