Diagnostics for heteroscedasticity in regression

R. Dennis Cook, Sanford Weisberg

Research output: Contribution to journalArticlepeer-review

494 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)1-10
Number of pages10
JournalBiometrika
Volume70
Issue number1
DOIs
StatePublished - Apr 1983

Keywords

  • Influence
  • Linear model
  • Residual
  • Score test

Fingerprint Dive into the research topics of 'Diagnostics for heteroscedasticity in regression'. Together they form a unique fingerprint.

Cite this