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Original Articles

Testing for Heteroscedasticity in Nonlinear Regression Models

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Pages 171-192 | Published online: 02 Sep 2006

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Jin-Guan Lin, Yan-Yong Zhao & Hong-Xia Wang. (2015) Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data. Journal of Applied Statistics 42:11, pages 2432-2448.
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Aldo M. Garay, Víctor H. Lachos, Filidor V. Labra & Edwin M.M. Ortega. (2014) Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions. Journal of Statistical Computation and Simulation 84:8, pages 1761-1778.
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Luis Hernando Vanegas, Luz Marina Rondon & Francisco JoséA. Cysneiros. (2013) Assessing Robustness of Inference in Symmetrical Nonlinear Regression Models. Communications in Statistics - Theory and Methods 42:9, pages 1692-1711.
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Jin-Guan Lin, Feng-Chang Xie & Bo-Cheng Wei. (2009) Statistical Diagnostics for Skew-t-Normal Nonlinear Models. Communications in Statistics - Simulation and Computation 38:10, pages 2096-2110.
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Yong Li & Jin-Guan Lin. (2009) Heteroscedasticity diagnostics in two-phase linear regression models. Journal of Statistical Computation and Simulation 79:7, pages 923-938.
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Jin-Guan Lin & Yong Li. (2008) Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects. Journal of Statistical Computation and Simulation 78:10, pages 925-939.
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Jin-Guan Lin & Bo-Cheng Wei. (2007) Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors. Communications in Statistics - Theory and Methods 36:3, pages 567-586.
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Jin-Guan Lin & Bo-Cheng Wei. (2004) Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors. Communications in Statistics - Theory and Methods 33:2, pages 251-275.
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Ying-An Liu, Bo-Cheng Wei & Hai-Bin Wang. (2003) Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL( , 0, 1) Random Errors. Communications in Statistics - Theory and Methods 32:12, pages 2441-2463.
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Articles from other publishers (16)

Gyanaranjan Dash, Swatipriyanka Sen, Rajesh Kumar Pradhan, Shubhadeep Ghosh, Jose Josileen & Jayaraman Jayasankar. (2023) Modeling framework for establishing the power law between length and weight of fishes and a meta-analysis for validation of LWRs for six commercially important marine fishes from the northwestern Bay of Bengal. Fisheries Research 257, pages 106496.
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Hsin-Hsiung Huang & Qing He. 2023. International Encyclopedia of Education(Fourth Edition). International Encyclopedia of Education(Fourth Edition) 558 567 .
Xu Guo, Xuejun Jiang, Shumei Zhang & Lixing Zhu. (2020) Pairwise distance-based heteroscedasticity test for regressions. Science China Mathematics 63:12, pages 2553-2572.
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Hyewon Yu & Changwon Lim. (2016) Preliminary test estimation method accounting for error variance structure in nonlinear regression models. Korean Journal of Applied Statistics 29:4, pages 595-611.
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Dengke Xu & Zhongzhan Zhang. (2013) A semiparametric Bayesian approach to joint mean and variance models. Statistics & Probability Letters 83:7, pages 1624-1631.
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Luis Hernando Vanegas, Luz Marina Rondón & Francisco José A. Cysneiros. (2012) Diagnostic procedures in Birnbaum–Saunders nonlinear regression models. Computational Statistics & Data Analysis 56:6, pages 1662-1680.
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Carlos Alberto Ribeiro Diniz, Francisco Louzada-Neto & Lia Hanna Martins Morita. (2012) The multiplicative heteroscedastic Von Bertalanffy model. Brazilian Journal of Probability and Statistics 26:1.
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Chun-Zheng Cao, Jin-Guan Lin & Li-Xing Zhu. (2008) Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors. Statistical Papers 51:4, pages 813-836.
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Feng-Chang Xie, Jin-Guan Lin & Bo-Cheng Wei. (2009) Diagnostics for skew-normal nonlinear regression models with AR(1) errors. Computational Statistics & Data Analysis 53:12, pages 4403-4416.
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Jin-Guan Lin, Li-Xing Zhu & Feng-Chang Xie. (2008) Heteroscedasticity diagnostics for t linear regression models. Metrika 70:1, pages 59-77.
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Feng-Chang Xie, Bo-Cheng Wei & Jin-Guan Lin. (2009) Homogeneity diagnostics for skew-normal nonlinear regression models. Statistics & Probability Letters 79:6, pages 821-827.
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Xiao-yi Qu & Jin-guan Lin. (2008) Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function. Applied Mathematics-A Journal of Chinese Universities 23:4, pages 401-409.
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THOMAS P. RYAN. 2008. Modern Regression Methods. Modern Regression Methods 488 524 .
Janette F. Walde. (2007) Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques. Computational Statistics & Data Analysis 51:5, pages 2701-2719.
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Jin-Guan Lin & Bo-cheng Wei. (2006) Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models. Computational Statistics & Data Analysis 50:11, pages 3179-3198.
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Lin Jinguan, Wei Bocheng & Zhang Nansong. (2005) Approximate power of heteroscedasticity test in nonlinear models with arima (0,1,0) errors. Applied Mathematics-A Journal of Chinese Universities 20:4, pages 423-430.
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