Aligned rank tests for the linear model with heteroscedastic errors
نویسندگان
چکیده
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”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. AMS Subject Classification: Primary 62505, 62GlO; secondary 62635.
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تاریخ انتشار 2001