Diagnostics for Heteroscedasticity in Regression
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。
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.