Quasi-Likelihood Ratio Tests for Homoscedasticity in Linear Regression

Q3 Mathematics

Journal of Modern Applied Statistical Methods Pub Date : 2020-04-14 DOI:10.22237/jmasm/1556669460

Lili Yu, V. Sevilimedu, R. Vogel, H. Samawi

引用次数: 1

Abstract

Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regression models. They require few assumptions than the existing tests. The properties of the tests are investigated through simulation studies. An example is provided to illustrate the usefulness of the new proposed tests.

查看原文本刊更多论文

线性回归中均方差的拟似然比检验

对线性回归模型的均方差假设提出了两种拟似然比检验。与现有的测试相比，它们需要的假设更少。通过仿真研究对试验的性能进行了研究。最后给出了一个例子来说明新提出的测试方法的有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Journal of Modern Applied Statistical Methods STATISTICS & PROBABILITY-

CiteScore

0.50

自引率

0.00%

发文量

期刊介绍： The Journal of Modern Applied Statistical Methods is an independent, peer-reviewed, open access journal designed to provide an outlet for the scholarly works of applied nonparametric or parametric statisticians, data analysts, researchers, classical or modern psychometricians, and quantitative or qualitative methodologists/evaluators.