Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
From MaRDI portal
Publication:4844050
DOI10.2307/2986026zbMath0825.62585OpenAlexW2337274292MaRDI QIDQ4844050
No author found.
Publication date: 17 August 1995
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2986026
Related Items (39)
Corrected modified profile likelihood heteroskedasticity tests ⋮ Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors ⋮ Pairwise distance-based heteroscedasticity test for regressions ⋮ Variance component testing in semiparametric mixed models ⋮ Testing for Heteroscedasticity in Nonlinear Regression Models ⋮ Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach ⋮ Improved score tests for exponential family nonlinear models ⋮ Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors ⋮ Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Improved gradient statistic in heteroskedastic generalized linear models ⋮ Score tests for zero-inflated double Poisson regression models ⋮ A new test for heteroscedasticity in single-index models ⋮ Unnamed Item ⋮ Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros ⋮ Testing the correlation and heterogeneity for hierarchical nonlinear mixed-effects models ⋮ Testing for varying zero-inflation and dispersion in generalized Poisson regression models ⋮ Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors ⋮ Influence analysis for count data based on generalized Poisson regression models ⋮ Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors ⋮ Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors ⋮ Testing heteroscedasticity in partially linear models with missing covariates ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partial linear models ⋮ Diagnostics for skew-normal nonlinear regression models with AR(1) errors ⋮ On improving the robustness and reliability of Rao's score test ⋮ An improved test for heteroskedasticity using adjusted modified profile likelihood inference ⋮ Heteroscedasticity checks for single index models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models ⋮ Tree-structured model diagnostics for linear regression ⋮ Homogeneity diagnostics for skew-normal nonlinear regression models ⋮ Heteroscedasticity diagnostics for \(t\) linear regression models ⋮ Modified likelihood ratio statistics for inflated beta regressions ⋮ Heteroscedasticity diagnostics in two-phase linear regression models ⋮ Statistical Diagnostics for Skew-t-Normal Nonlinear Models ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Evaluating the adequacy of variance function using pairwise distances ⋮ Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates ⋮ Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors ⋮ A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method ⋮ Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
This page was built for publication: Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression