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 -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 |
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Pages (from-to) | 23-41 |
Number of pages | 19 |
Journal | Journal of statistical planning and inference |
Volume | 37 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1993 |