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Testing for constant variance in a linear model

✍ Scribed by Angela Diblasi; Adrian Bowman

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
552 KB
Volume
33
Category
Article
ISSN
0167-7152

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✦ Synopsis

A nonparametric test of constant variance for the errors in a linear model is constructed through nonparametric smoothing of the residuals on a suitably transformed scale. Standard results on quadratic forms allow accurate distributional calculations to be made.

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