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An omnibus test for heteroskedasticity

✍ Scribed by Richard Luger


Book ID
116422391
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
126 KB
Volume
106
Category
Article
ISSN
0165-1765

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An improved test for heteroskedasticity
✍ Silvia L.P. Ferrari; Audrey H.M.A. Cysneiros; Francisco Cribari-Neto πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 258 KB

This paper addresses the issue of testing for heteroskedasticity in linear regression models. We derive a Bartlett adjustment to the modiΓΏed proΓΏle likelihood ratio test (J. Roy. Statist. Soc. B 49 (1987) 1) for heteroskedasticity in the normal linear regression model. Our results generalize those i