Testing for constant variance in a linear model

DOI10.1016/s0167-7152(96)00115-0zbMath0901.62064WikidataQ127610095 ScholiaQ127610095MaRDI QIDQ90697

Adrian W. Bowman, Angela Diblasi, Angela Diblasi, Adrian W. Bowman

Publication date: April 1997

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

zbMATH Keywords

linear modelvariancenonparametric regressionhomoscedasticityquadratic forms allowreference band

Mathematics Subject Classification ID

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

Related Items (32)

Testing for Heteroscedasticity in Nonlinear Regression Models ⋮ A simple test for spatial heteroscedasticity in spatially varying coefficient models ⋮ Conditional variance model checking ⋮ Testing heteroscedasticity by wavelets in a nonparametric regression model ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Empirical smoothing lack-of-fit tests for variance function ⋮ A simple test for the parametric form of the variance function in nonparametric regression ⋮ Minimum distance conditional variance function checking in heteroscedastic regression models ⋮ Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors ⋮ A test for the parametric form of the variance function in a partial linear regression model ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partial linear models ⋮ A robust test for homoscedasticity in nonparametric regression ⋮ Profiling heteroscedasticity in linear regression models ⋮ skedastic ⋮ A GRAPHICAL DIAGNOSTIC FOR VARIANCE FUNCTIONS ⋮ Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models ⋮ Homogeneity diagnostics for skew-normal nonlinear regression models ⋮ On the Use of the Variogram in Checking for Independence in Spatial Data ⋮ Heteroscedasticity diagnostics for \(t\) linear regression models ⋮ Adaptive tests of regression functions via multiscale generalized likelihood ratios ⋮ Heteroscedasticity diagnostics in two-phase linear regression models ⋮ A fully nonparametric diagnostic test for homogeneity of variances ⋮ Testing heteroscedasticity in nonparametric regression models based on residual analysis ⋮ Statistical Diagnostics for Skew-t-Normal Nonlinear Models ⋮ Test for heteroscedasticity in partially linear regression models ⋮ Testing model assumptions in multivariate linear regression models ⋮ Testing heteroscedasticity in nonparametric regression based on trend analysis ⋮ Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors ⋮ A consistent test for heteroscedasticity in nonparametric regression based on the kernel method ⋮ A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method ⋮ Heteroscedasticity checks for regression models

Uses Software

• R
• S-PLUS
• KernSmooth

Cites Work

• Diagnostics for heteroscedasticity in regression
• Adapting for heteroscedasticity in linear models
• Estimation of heteroscedasticity in regression analysis
• On a semiparametric variance function model and a test for heteroscedasticity
• An Effective Bandwidth Selector for Local Least Squares Regression
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• The Distribution of Chi-Square
• Graphical Comparison of Nonparametric Curves
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