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Theory and Method

Independent Stepwise Residuals for Testing Homoscedasticity

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Pages 1573-1581 | Published online: 05 Apr 2012

References

  • Goldfeld , S. M. and Quandt , R. E. 1965 . “Some Tests for Homoscedasticity,” . Journal of the American Statistical Association , 60 June : 539 – 47 .
  • Goldfeld , S. M. and Quandt , R. E. 1967 . Journal of the American Statistical Association , 62 December : 1518
  • Hogg , R. V. 1961 . “On the Resolution of Statistical Hypotheses,” . Journal of the American Statistical Association , 56 December : 978 – 89 .
  • Hogg , R. V. 1962 . “Iterated Tests of the Equality of Several Distributions,” . Journal of the American Statistical Association , 57 June : 579 – 85 .
  • Koerts , J. 1967 . “Some Further Notes on Disturbance Estimates in Regression Analysis,” . Journal of the American Statistical Association , 62 March : 169 – 83 .
  • Putter , J. 1967 . “Orthonormal Bases of Error Spaces and Their Use for Investigating the Normality and Variances of Residuals,” . Journal of the American Statistical Association , 62 September : 1022 – 36 .
  • Theil , H. 1965 . “The Analysis of Disturbances in Regression Analysis,” . Journal of the American Statistical Association , 60 December : 1067 – 79 .
  • Theil , H. 1968 . “A Simplification of the BLUS Procedure for Analyzing Regression Disturbances,” . Journal of the American Statistical Association , 63 March : 242 – 51 .

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