Testing for Heteroscedasticity in Nonlinear Regression Models

DOI10.1081/STA-120017806zbMath1183.62112OpenAlexW2000261301MaRDI QIDQ4795559

Jin-Guan Lin, Bo-Cheng Wei

Publication date: 24 February 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120017806

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items

Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors ⋮ Pairwise distance-based heteroscedasticity test for regressions ⋮ A semiparametric Bayesian approach to joint mean and variance models ⋮ Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data ⋮ The multiplicative heteroscedastic von Bertalanffy model ⋮ Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects ⋮ Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models ⋮ Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models ⋮ Diagnostics for skew-normal nonlinear regression models with AR(1) errors ⋮ Assessing Robustness of Inference in Symmetrical Nonlinear Regression Models ⋮ Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors ⋮ Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors ⋮ Homogeneity diagnostics for skew-normal nonlinear regression models ⋮ Heteroscedasticity diagnostics for \(t\) linear regression models ⋮ Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques ⋮ Heteroscedasticity diagnostics in two-phase linear regression models ⋮ Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function ⋮ Statistical Diagnostics for Skew-t-Normal Nonlinear Models ⋮ Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• Testing for varying dispersion in exponential family nonlinear models
• Goodness-of-fit tests for nonlinear heteroscedastic regression models
• Nonlinear component of variance models
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models