Heteroscedasticity diagnostics for \(t\) linear regression models

DOI10.1007/S00184-008-0179-2zbMath1433.62205OpenAlexW1988846849MaRDI QIDQ745477

Jin-Guan Lin, Feng-Chang Xie, Li Xing Zhu

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0179-2

zbMATH Keywords

asymptotic propertiesheteroscedasticityscore testapproximate local powerssimulation studies\(t\) regression modelsadjusted score test

Mathematics Subject Classification ID

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

Related Items (14)

Robust Bayesian regularized estimation based on \(t\) regression model ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Diagnostics for a class of survival regression models with heavy-tailed errors ⋮ Score tests for zero-inflated double Poisson regression models ⋮ Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros ⋮ Bayesian inference for joint location and scale nonlinear models with skew-normal errors ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data ⋮ Variable selection of varying dispersion student-\(t\) regression models ⋮ Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors ⋮ Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution ⋮ Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method ⋮ Statistical Diagnostics for Skew-t-Normal Nonlinear Models ⋮ A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method

Uses Software

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Cites Work

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• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• Heteroscedastic symmetrical linear models
• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
• Testing for varying dispersion in exponential family nonlinear models
• Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions
• Bartlett corrections in heteroskedastic \(t\) regression models
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• Joint modelling of location and scale parameters of the t distribution
• Power/Sample Size Calculations for Generalized Linear Models
• Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
• Sample Size for Individually Matched Case-Control Studies
• Score Tests for Regression Models
• POWER FUNCTION FOR INVERSE GAUSSIAN REGRESSION MODELS
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

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