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Approximate Multivariate Conditional Inference Using the Adjusted Profile Likelihood

✍ Scribed by John E. Kolassa


Book ID
111850997
Publisher
John Wiley and Sons
Year
2004
Tongue
French
Weight
657 KB
Volume
32
Category
Article
ISSN
0319-5724

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An improved test for heteroskedasticity
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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