Heteroscedasticity diagnostics for t linear regression models

DOI10.1007/S00184-008-0179-2zbMATH Open1433.62205OpenAlexW1988846849MaRDI QIDQ745477FDOQ745477

Authors: Jinguan 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

Recommendations

• Tests of heteroscedasticity and correlation in multivariate \(t\) regression models with AR and ARMA errors
• SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS
• Heteroscedasticity diagnostics in two-phase linear regression models
• Diagnostics for heteroscedasticity in regression
• Heteroscedastic symmetrical linear models

zbMATH Keywords

heteroscedasticityasymptotic propertiesscore 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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• Title not available (Why is that?)
• Heteroscedastic symmetrical linear models
• Joint modelling of location and scale parameters of the t distribution
• Power/Sample Size Calculations for Generalized Linear Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Bartlett corrections in heteroskedastic \(t\) regression models
• Testing for varying dispersion in exponential family nonlinear models
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• 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
• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
• Title not available (Why is that?)

Cited In (18)

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

Uses Software

• GLIM
• alr3

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