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回归中异方差性的诊断

Diagnostics for Heteroscedasticity in Regression

Biometrika · 1983
被引 79
ABS 4

中文导读

针对无重复观测的回归模型,提出基于得分统计量的异方差诊断检验,并辅以图形化方法,帮助研究者判断是否需要处理异方差问题。

Abstract

For the usual regression model without replication, we provide a diagnostic test for heteroscedasticity based on the score statistic. A graphical procedure to complement the score test is also presented.

计量经济学回归分析统计诊断异方差性