Abstract
We consider the problem of testing subhypotheses in a heteroscedastic linear regression model. The proposed test statistics are based on the ranks of scaled residuals obtained under the null hypothesis. Any estimator that is n 1 2 -consistent under the null hypothesis can be used to form the residuals. The error variances are estimated through a parametric model. This extends the theory of aligned rank tests to the heteroscedastic linear model. A real data set is used to illustrate the procedure.
Original language | English (US) |
---|---|
Pages (from-to) | 23-41 |
Number of pages | 19 |
Journal | Journal of Statistical Planning and Inference |
Volume | 37 |
Issue number | 1 |
DOIs | |
State | Published - Oct 1993 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics