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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

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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。
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

regression analysisheteroscedasticltyLM tests

回归分析 异方差性 LM检验

2011

雁北师范学院学报
雁北师范学院

雁北师范学院学报

ISSN:1009-1939
年,卷(期):2011.27(1)