Profiling heteroscedasticity in linear regression models

DOI10.1002/CJS.11252zbMATH Open1321.62082OpenAlexW1664416131MaRDI QIDQ90754FDOQ90754

Authors: Qian M. Zhou, Peter X.-K. Song, Mary E. Thompson, Qian M. Zhou, Peter X.-K. Song, Mary E. Thompson 

Publication date: 15 July 2015

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/113149

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zbMATH Keywords

heteroscedasticityhybrid testinformation ratiolinear regression modelsmodel-based estimatorssandwich estimatorsscreeningweighted least squares

Mathematics Subject Classification ID

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

Cites Work

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Cited In (6)

• Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances
• Heteroscedasticity diagnostics in two-phase linear regression models
• Score tests for scale effects, with application to genomic analysis
• Goodness-of-fit test for specification of semiparametric copula dependence models
• skedastic
• Adapting for heteroscedasticity in linear models

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