Heteroscedasticity Testing Method by Linear Model Under the Monte Carlo Method
Existing Heteroscedasticity testing method is presented in this paper ,on the basis of using the Monte Carlo method , with the help of a thought of permutation test , without assuming that submitting to the identically distribution family of the random disturbed term ,through a large amount of extracted from large sample sample , constantly to fit linear models and inspection , according to Heteroscedasticity for really frequency size ,put forward a new Heteroscedasticity testing method is given . Stochastic simulation show s that the test method is better than traditional methods .
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万方数据
维普
