Examination and analysis of residuals: A test for detecting a monotonic relation between mean and variance in regression through the origin |
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| Authors: | A. Hedayat B. L. Raktoe Prem P. Talwar |
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| Affiliation: | 1. University of Illinois , Chicago Circle;2. University of Guelph and University of Hawaii , Manoa;3. University of Manitoba , |
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| Abstract: | This paper presents a simple and exact test for detecting a monotonic relation between the mean and variance in linear regression through the origin. This test resulted from utilizing uncorrelated Theil-residuals and the Goldfeld-Quandt peak test. A numerical example is provided to elucidate the method. A simulation experiment was performed to compare the empirical power of this test with those of the existing tests. |
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| Keywords: | residuals Theil residuals linear regression heteroscedasticity peak test |
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