IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v33y1997i1p95-103.html
   My bibliography  Save this article

Testing for constant variance in a linear model

Author

Listed:
  • Diblasi, Angela
  • Bowman, Adrian

Abstract

A nonparametric test of constant variance for the errors in a linear model is constructed through nonparametric smoothing of the residuals on a suitably transformed scale. Standard results on quadratic forms allow accurate distributional calculations to be made.

Suggested Citation

  • Diblasi, Angela & Bowman, Adrian, 1997. "Testing for constant variance in a linear model," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 95-103, April.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:1:p:95-103
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00115-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Adrian Bowman & Stuart Young, 1996. "Graphical Comparison of Nonparametric Curves," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 45(1), pages 83-98, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jin-Guan Lin & Li-Xing Zhu & Feng-Chang Xie, 2009. "Heteroscedasticity diagnostics for t linear regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 59-77, June.
    2. Holger Dette & Natalie Neumeyer & Ingrid Van Keilegom, 2007. "A new test for the parametric form of the variance function in non‐parametric regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 903-917, November.
    3. Dette, Holger & Hetzler, Benjamin, 2006. "A simple test for the parametric form of the variance function in nonparametric regression," Technical Reports 2006,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    4. Dette, Holger & Marchlewski, Mareen, 2007. "A test for the parametric form of the variance function in apartial linear regression model," Technical Reports 2007,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    5. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    6. Lan Wang & Xiao-Hua Zhou, 2007. "Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models," Biometrics, The International Biometric Society, vol. 63(4), pages 1218-1225, December.
    7. Wong, Heung & Liu, Feng & Chen, Min & Ip, Wai Cheung, 2009. "Empirical likelihood based diagnostics for heteroscedasticity in partial linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3466-3477, July.
    8. A. Diblasi & A. W. Bowman, 2001. "On the Use of the Variogram in Checking for Independence in Spatial Data," Biometrics, The International Biometric Society, vol. 57(1), pages 211-218, March.
    9. Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan, 2009. "Homogeneity diagnostics for skew-normal nonlinear regression models," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 821-827, March.
    10. Dette, Holger & Hetzler, Benjamin, 2006. "A simple test for the parametric form of the variance function in nonparametric regression," Technical Reports 2005,53, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    11. Samarakoon, Nishantha & Song, Weixing, 2011. "Minimum distance conditional variance function checking in heteroscedastic regression models," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 579-600, March.
    12. Li, Zhaoyuan & Yao, Jianfeng, 2019. "Testing for heteroscedasticity in high-dimensional regressions," Econometrics and Statistics, Elsevier, vol. 9(C), pages 122-139.
    13. Holger Dette & Benjamin Hetzler, 2009. "A simple test for the parametric form of the variance function in nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 861-886, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Park, Cheolwoo & Kang, Kee-Hoon, 2008. "SiZer analysis for the comparison of regression curves," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 3954-3970, April.
    2. A. Diblasi & A. W. Bowman, 2001. "On the Use of the Variogram in Checking for Independence in Spatial Data," Biometrics, The International Biometric Society, vol. 57(1), pages 211-218, March.
    3. Bowman, Adrian W. & Crujeiras, Rosa M., 2013. "Inference for variograms," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 19-31.
    4. Bowman, A. W. & Azzalini, A., 2003. "Computational aspects of nonparametric smoothing with illustrations from the sm library," Computational Statistics & Data Analysis, Elsevier, vol. 42(4), pages 545-560, April.
    5. Giovanni C. Porzio, 2002. "A simulated band to check binary regression models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 83-96.
    6. Lin, Wei & Kulasekera, K.B., 2010. "Testing the equality of linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1156-1167, May.
    7. A. W. Bowman & E. M. Wright, 2000. "Graphical Exploration of Covariate Effects on Survival Data Through Nonparametric Quantile Curves," Biometrics, The International Biometric Society, vol. 56(2), pages 563-570, June.
    8. Crookston, Kevin A. & Mark Young, Timothy & Harper, David & Guess, Frank M., 2011. "Statistical reliability analyses of two wood plastic composite extrusion processes," Reliability Engineering and System Safety, Elsevier, vol. 96(1), pages 172-177.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:33:y:1997:i:1:p:95-103. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.