Dimension test approach of heteroscedasticity in the linear model
- 주제(키워드) Heteroscedasticity , Linear model , Permutation test , Sliced average variance estimation
- 등재 SCIE, SCOPUS
- 발행기관 Taylor and Francis Inc.
- 발행년도 2017
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000141774
- 본문언어 영어
- Published As http://dx.doi.org/10.1080/03610918.2015.1117636
- 저작권 이화여자대학교 논문은 저작권에 의해 보호받습니다.
초록/요약
Heteroscedasticity testing has a long history and is still an important matter in the linear model. There exist many types of tests, but they are limited in use to their own specific cases and sensitive to normality. Here, we propose a dimension test approach to heteroscedasticity. The proposed test overcomes the shortcomings of the existing methods, so that it is robust to normality and is unified in sense that it is applicable in the linear model with multi-dimensional response. Numerical studies confirm that the proposed test is favorable over the existing tests with moderate sample sizes, and real data analysis is presented. © 2017 Taylor & Francis Group, LLC
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