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.
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朱元正.一种回归模型异方差性的检验方法*[J].重庆工商大学学报(自然科学版),2017,34(6):34-37 ZHU Yuan-zheng. A Test for Heteroskedasticity in Regression Model[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2017,34(6):34-37