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.

Comments

The Journal of Modern Applied Statistical Methods is an independent, peer-reviewed, open access journal designed to provide an outlet for the scholarly works of applied nonparametric or parametric statisticians, data analysts, researchers, classical or modern psychometricians, and quantitative or qualitative methodologists/evaluators.

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