Testing for Heteroscedasticity in Nonlinear Regression Models

DOI10.1081/STA-120017806MaRDI QIDQ4795559zbMATH OpenOpenAlexFDO

Authors Jinguan Lin, Bocheng Wei

Publication date 24 February 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120017806

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

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• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
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• Estimating Regression Models with Multiplicative Heteroscedasticity
• Goodness-of-fit tests for nonlinear heteroscedastic regression models
• Nonlinear component of variance models
• Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models
• Testing for constant variance in a linear model
• Testing for varying dispersion in exponential family nonlinear models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

Cited in

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• Diagnostics for skew-normal nonlinear regression models with AR(1) errors
• Tests for regression models with heteroskedasticity of unknown form
• Homogeneity diagnostics for skew-normal nonlinear regression models
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• Testing goodness-of-fit for nonlinear regression models with heterogeneous variances
• Pairwise distance-based heteroscedasticity test for regressions
• Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors
• Accounting for uncertainty in heteroscedasticity in nonlinear regression
• Assessing robustness of inference in symmetrical nonlinear regression models
• scientific article; zbMATH DE number 5032817 (Why is no real title available?)
• scientific article; zbMATH DE number 5059340 (Why is no real title available?)
• Testing heteroscedasticity in partially linear regression models
• Statistical analysis of hetero dispersion in generalized nonlinear reproductive dispersion models
• Statistical diagnostics for skew-t-normal nonlinear models
• Heteroscedasticity diagnostics in two-phase linear regression models
• Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques
• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
• Testing heteroskedasticity for predictive regressions with nonstationary regressors
• Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function
• Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors
• scientific article; zbMATH DE number 1536286 (Why is no real title available?)
• Test for heteroscedasticity in partially linear regression models
• Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors
• The multiplicative heteroscedastic von Bertalanffy model
• Heteroscedasticity diagnostics for t linear regression models
• scientific article; zbMATH DE number 7376760 (Why is no real title available?)
• Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models
• Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
• scientific article; zbMATH DE number 472927 (Why is no real title available?)
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
• A semiparametric Bayesian approach to joint mean and variance models

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