| 摘要: |
| 针对现有回归模型异方差性检验的局限性，借鉴尺度参数检验与重抽样方法的思想，通过对残差序列进行随机抽样，提出了一种可行的非参数检验方法；该方法具有更强的适用性，Monte Carlo模拟结果表明，其检验效果良好，尤其针对样本量较小的情形。 |
| 关键词: 回归模型 异方差性 随机抽样 假设检验 |
| DOI： |
| 分类号: |
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| A Test for Heteroskedasticity in Regression Model |
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ZHU Yuan-zheng
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| Abstract: |
| In view of the deficiencies of heteroskedasticity tests existing in regression model，by using the ideas of multi–sample scale parameter test and resampling method，through sampling the residual sequence randomly，a feasible non-parametric test method is proposed．The method has a stronger applicability，and Monte Carlo simulation shows that it has a good test power，especially in cases of small sample size． |
| Key words: regression model heteroskedasticity stochastic sampling hypothesis test |
