A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models.
Jiro HodoshimaMasakazu AndoPublished in: Commun. Stat. Simul. Comput. (2008)
Keyphrases
- simulation study
- regression model
- monte carlo
- prediction model
- regression methods
- explanatory variables
- regression analysis
- regression trees
- multivariate regression
- generalized linear models
- linear model
- linear regression model
- model selection
- generalized linear
- regression method
- target variable
- probabilistic model
- survival analysis
- least squares
- software engineering