A Bartlett adjustment to the likelihood ratio test for homoskedasticity in the linear model
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Publication:806913
DOI10.1016/0165-1765(91)90118-5zbMath0729.62629OpenAlexW2008643662WikidataQ126781768 ScholiaQ126781768MaRDI QIDQ806913
Publication date: 1991
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(91)90118-5
Related Items (4)
BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ An improved lagrange multiplier test for heteroskedasticity ⋮ Bartlett corrections for generalized linear models with dispersion covariates
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