Diagnostics for heteroscedasticity in regression

R. Dennis Cook; Sanford Weisberg

doi:10.1093/biomet/70.1.1

Diagnostics for heteroscedasticity in regression

R. Dennis Cook, Sanford Weisberg

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

587 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 language	English (US)
Pages (from-to)	1-10
Number of pages	10
Journal	Biometrika
Volume	70
Issue number	1
DOIs	https://doi.org/10.1093/biomet/70.1.1
State	Published - Apr 1983

Keywords

Influence
Linear model
Residual
Score test

Publisher link

10.1093/biomet/70.1.1

Find It

Find It at U of M Libraries

Cite this

@article{cf4e5d04988e44f79b921e565231dacc,

title = "Diagnostics for heteroscedasticity in regression",

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 = "Influence, Linear model, Residual, Score test",

author = "Cook, {R. Dennis} and Sanford Weisberg",

year = "1983",

month = apr,

doi = "10.1093/biomet/70.1.1",

language = "English (US)",

volume = "70",

pages = "1--10",

journal = "Biometrika",

issn = "0006-3444",

publisher = "Oxford University Press",

number = "1",

}

TY - JOUR

T1 - Diagnostics for heteroscedasticity in regression

AU - Cook, R. Dennis

AU - Weisberg, Sanford

PY - 1983/4

Y1 - 1983/4

N2 - 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.

AB - 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.

KW - Influence

KW - Linear model

KW - Residual

KW - Score test

UR - http://www.scopus.com/inward/record.url?scp=0004279494&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0004279494&partnerID=8YFLogxK

U2 - 10.1093/biomet/70.1.1

DO - 10.1093/biomet/70.1.1

M3 - Article

AN - SCOPUS:0004279494

SN - 0006-3444

VL - 70

SP - 1

EP - 10

JO - Biometrika

JF - Biometrika

IS - 1

ER -

Diagnostics for heteroscedasticity in regression

Abstract

Keywords

Publisher link

Find It

Other files and links

Fingerprint

Cite this