A diagnostic for heteroscedasticity based on the Spearman rank correlation

DOI10.1016/0167-7152(90)90114-MMaRDI QIDQ753355zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(90)90114-m

zbMATH Keywords

limit distributionrobustnessinfluence functionscore testSpearman correlationvariance functionsPearson correlationdiagnostic for heteroscedasticityleverage pointsoutlying residualssclar predictorsquared residuals

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS
• Diagnostics for heteroscedasticity in regression
• Rank-Based Analysis of the Heteroscedastic Linear Model
• scientific article; zbMATH DE number 1321829
• Covariate-adjusted Spearman's rank correlation with probability-scale residuals

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• Diagnostics for heteroscedasticity in regression
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
• Variance functions and the minimum detectable concentration in assays
• k-statistics and dispersion effects in regression

This page was built for publication: A diagnostic for heteroscedasticity based on the Spearman rank correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q753355)