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.
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