Testing for constant variance in a linear model

DOI10.1016/S0167-7152(96)00115-0zbMATH Open0901.62064WikidataQ127610095 ScholiaQ127610095MaRDI QIDQ90697FDOQ90697

Authors: Angela Diblasi, Adrian W. Bowman, Angela Diblasi, Adrian W. Bowman 

Publication date: April 1997

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

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zbMATH Keywords

linear modelnonparametric regressionhomoscedasticityquadratic forms allowreference bandvariance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

Cites Work

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• The Distribution of Chi-Square
• Graphical Comparison of Nonparametric Curves
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Cited In (35)

• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• Heteroscedasticity checks for regression models
• Homogeneity diagnostics for skew-normal nonlinear regression models
• Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors
• On the use of the variogram in checking for independence in spatial data
• A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
• Conditional variance model checking
• A simple test for the parametric form of the variance function in nonparametric regression
• Empirical smoothing lack-of-fit tests for variance function
• Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
• Adaptive tests of regression functions via multiscale generalized likelihood ratios
• Testing heteroscedasticity by wavelets in a nonparametric regression model
• A test for the parametric form of the variance function in a partial linear regression model
• Title not available (Why is that?)
• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
• Statistical diagnostics for skew-t-normal nonlinear models
• Testing model assumptions in multivariate linear regression models
• Heteroscedasticity diagnostics in two-phase linear regression models
• A test for variance-covarianch parameters in normal linear models
• A GRAPHICAL DIAGNOSTIC FOR VARIANCE FUNCTIONS
• A simple test for spatial heteroscedasticity in spatially varying coefficient models
• Checking for Lack of Fit in Linear Models with Parametric Variance Functions
• Test for heteroscedasticity in partially linear regression models
• skedastic
• Profiling heteroscedasticity in linear regression models
• Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors
• Minimum distance conditional variance function checking in heteroscedastic regression models
• A fully nonparametric diagnostic test for homogeneity of variances
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Heteroscedasticity diagnostics for \(t\) linear regression models
• A robust test for homoscedasticity in nonparametric regression
• Testing heteroscedasticity in nonparametric regression based on trend analysis
• An updated review of goodness-of-fit tests for regression models
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
• Testing heteroscedasticity in nonparametric regression models based on residual analysis

Uses Software

• R
• S-PLUS
• KernSmooth

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