Journal of the Korean Statistical Society
- Volume 19 Issue 2
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- Pages.171-175
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- 1990
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
Diagnostics for Heteroscedasticity in Mixed Linear Models
Abstract
A diagnostic test for detecting nonconstant variance in mixed linear models based on the score statistic is derived through the technique of model expansion, and compared to the log likelihood ratio test.
Keywords