文章基本信息

标题：Quasi-Likelihood Ratio Tests for Homoscedasticity in Linear Regression
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作者：Yu, Lili ; Sevilimedu, Varadan ; Vogel, Robert 等
期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2019
卷号：18
期号：1
页码：19-34
DOI：10.22237/jmasm/1556669460
出版社：Wayne State University
摘要：Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regression models. They require few assumptions than the existing tests. The properties of the tests are investigated through simulation studies. An example is provided to illustrate the usefulness of the new proposed tests.
关键词：Bootstrap; homoscedasticity test; quasi-likelihood; regression model; variance function