An improved test for heteroskedasticity
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Silvia L.P. Ferrari; Audrey H.M.A. Cysneiros; Francisco Cribari-Neto
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Article
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2004
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Elsevier Science
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English
β 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