Quasi-likelihood Ratio Tests for Homoscedasticity of Variance in Linear Regression

Authors

• Lili Yu, Georgia Southern University, Jiann-Ping Hsu College of Public HealthFollow
• Varadan Sevilimedu, Georgia Southern University, Jiann-Ping Hsu College of Public HealthFollow
• Robert Vogel, Georgia Southern University, Jiann-Ping Hsu College of Public HealthFollow
• Hani Samawi, Georgia Southern University, Jiann-Ping Hsu College of Public HealthFollow

Document Type

Article

Publication Date

2019

Publication Title

Journal of Modern Applied Statistical Methods

DOI

10.22237/jmasm/1556669460

ISSN

1538-9472

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.

Recommended Citation

Yu, Lili, Varadan Sevilimedu, Robert Vogel, Hani Samawi. 2019. "Quasi-likelihood Ratio Tests for Homoscedasticity of Variance in Linear Regression." Journal of Modern Applied Statistical Methods, 18 (1): 1-16: Wayne State University. doi: 10.22237/jmasm/1556669460
https://digitalcommons.georgiasouthern.edu/bee-facpubs/204

Copyright

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