特殊情形下线性模型异方差性的LM检验
LM Tests for Heteroscedasticity of Some Linear Models
摘要
考虑了特殊情形下具有异方差性的线性模型。首先导出了在模型中当异方差为线性函数时异方差检验的LM检验统计量及其性质,然后举例说明其有效性。
Abstract
A general heteroscedastic regression model is considered in a special setting.In this model,the heteroscedastic function is a linear function.A LM test for heteroscedasticity is established at first.An example is presented to show the efficiency of the me
关键词
回归分析/异方差性/LM检验Key words
regression analysis/heteroscedasticlty/LM tests引用本文复制引用
出版年
2011
NETL
NSTL
万方数据