Diagnostics for heteroscedasticity in regression

doi:10.1093/biomet/70.1.1

Biometrika 1983 70(1):1-10; doi:10.1093/biomet/70.1.1
© 1983 by Biometrika Trust

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Diagnostics for heteroscedasticity in regression

R. DENNIS COOK and SANFORD WEISBERG

Department of Applied Statistics, University of Minnesota St. Paul, Minnesota, U.S.A.

For the usual regression model without replication, we providea diagnostic test for heteroscedasticity based on the scorestatistic. A graphical procedure to complement the score testis also presented.

Key Words: Influence • Linear model • Residual • Score test

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