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Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models

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  • Lan Wang
  • Xiao-Hua Zhou

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  • 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.
    • Handle: RePEc:bla:biomet:v:63:y:2007:i:4:p:1218-1225
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2007.00805.x
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    References listed on IDEAS

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    1. Diblasi, Angela & Bowman, Adrian, 1997. "Testing for constant variance in a linear model," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 95-103, April.
    2. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    3. King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E., 1991. "Testing the equality of two regression curves using linear smoothers," Statistics & Probability Letters, Elsevier, vol. 12(3), pages 239-247, September.
    4. Xiao‐Hua Zhou & Kevin T. Stroupe & William M. Tierney, 2001. "Regression analysis of health care charges with heteroscedasticity," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(3), pages 303-312.
    5. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
    6. Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
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    Cited by:

    1. Lili Yu & Liang Liu & Ding-Geng Chen, 2019. "A homoscedasticity test for the accelerated failure time model," Computational Statistics, Springer, vol. 34(1), pages 433-446, March.
    2. Juan Carlos Pardo-Fernández & M. Dolores Jiménez-Gamero, 2019. "A model specification test for the variance function in nonparametric regression," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(3), pages 387-410, September.
    3. Zhang, Lyuou & Zhou, Wen & Wang, Haonan, 2021. "A semiparametric latent factor model for large scale temporal data with heteroscedasticity," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    4. Wilk, M. & Zaigraev, A., 2017. "DS-optimal designs for random coefficient first-degree regression model with heteroscedastic errors," Statistics & Probability Letters, Elsevier, vol. 128(C), pages 28-34.
    5. Koul, Hira L. & Song, Weixing & Liu, Shan, 2014. "Model checking in Tobit regression via nonparametric smoothing," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 36-49.
    6. Hu, Yue & Li, Haiqi & Tan, Falong, 2024. "Testing the parametric form of the conditional variance in regressions based on distance covariance," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    7. 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.

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