Using Residuals Robustly. I. Tests for Heteroscedasticity, Nonlinearity, Nonadditivity,

Abstract

Transformed residuals were employed to construct tests for heteroscedasticity, nonlinearity and nonadditivity in the linear model and study their asymptotic power functions. The results are connected with previous work of Anscombe and Tukey, Box and Cox and others.

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1975
Accession Number
ADA020522

Entities

People

  • P. J. Bickel

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Residuals

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.