Open AccessTesting for Grouped Heteroscedasticity in Linear Regression Model
Author(s) -
Seuck Heun Song,
Moon Jung Choi
Publication year - 2004
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2004.11.3.475
Subject(s) - heteroscedasticity , score test , wald test , mathematics , statistics , linear regression , econometrics , monte carlo method , likelihood ratio test , lagrange multiplier , regression analysis , statistical hypothesis testing , mathematical optimization