Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
β Scribed by Lan Wang; Xiao-Hua Zhou
- Book ID
- 109223724
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 159 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0006-341X
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π SIMILAR VOLUMES
The asymptotic distribution of one-step Newton-Raphson estimates is established for a regression model with random carriers and heteroscedastic errors under mild conditions. We also include a class of robust estimates deΓΏned as the solution of an implicit equation, such as the MM-estimates.
Although the problem of heteroscedasticity has been the subject of much discussion in other areas of applied statistics the problem has received scant attention in the social network literature. This study attempts to remedy this situation by considering how traditional methods for significance test