Diagnostics for heteroscedasticity in regression
BiometrikaPublished 1 January 1983Open access
R. Dennis Cook, Sanford Weisberg
Citations871
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TL;DR
The purpose here is to provide appropriate diagnostic techniques to aid in an assessment of the validity of the usual assumption of homoscedasticity when little or no replication is present.
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.
Keywords
MathematicsDecision Sciences
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