Aligned rank tests for the linear model with heteroscedastic errors

Akritas, Michael G. and Albers, Willem (1993) Aligned rank tests for the linear model with heteroscedastic errors. Journal of Statistical Planning and Inference, 37 (1). pp. 23-41. ISSN 0378-3758

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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.
Item Type:	Article
Copyright:	© 1993 Elsevier Science
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Statistics and Probability (SP)
Link to this item:	http://purl.utwente.nl/publications/30036
Official URL:	http://dx.doi.org/10.1016/0378-3758(93)90077-J
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