Abstract
For the usual regression model without replication, we provide a diagnostic test for heteroscedasticity based on the score statistic. A graphical procedure to complement the score test is also presented.
Original language | English (US) |
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Pages (from-to) | 1-10 |
Number of pages | 10 |
Journal | Biometrika |
Volume | 70 |
Issue number | 1 |
DOIs | |
State | Published - Apr 1983 |
Keywords
- Influence
- Linear model
- Residual
- Score test