Profiling heteroscedasticity in linear regression models

DOI10.1002/cjs.11252zbMath1321.62082OpenAlexW1664416131MaRDI QIDQ90754

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

Publication date: 15 July 2015

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

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

zbMATH Keywords

heteroscedasticityscreeningweighted least squareslinear regression modelssandwich estimatorshybrid testmodel-based estimatorsinformation ratio

Mathematics Subject Classification ID

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

Related Items (3)

Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances ⋮ skedastic ⋮ Goodness-of-fit test for specification of semiparametric copula dependence models

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