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.
DOI
10.22237/jmasm/1556669460
Recommended Citation
Yu, L., Sevilimedu, V., Vogel, R., & Samawi, H. (2019). Quasi-likelihood ratio tests for homoscedasticity in linear regression. Journal of Modern Applied Statistical Methods, 18(1), eP2845. doi: 10.22237/jmasm/1556669460
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
