Examination and Analysis of Residuals: A Test for Detecting a Monotonic Relation between Mean and Variance in Regression through the Origin.

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. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 09, 1976
Accession Number
ADA033602

Entities

People

  • A. S. Hedayat
  • B. L. Raktoe
  • Prem P. Talwar

Organizations

  • University of Illinois at Chicago

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Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Data Science
  • Escherichia Coli
  • Estimators
  • Illinois
  • Mathematics
  • Numbers
  • Observation
  • Probability
  • Random Variables
  • Residuals
  • Simulations
  • Square Roots
  • Statistical Algorithms
  • Two Dimensional
  • United States
  • United States Government

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  • Regression Analysis.