Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.36, Iss.3, 2007-01, pp. : 567-586

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors

By Lin Jin-Guan

Journal of Applied Statistics, Vol. 38, Iss. 7, 2011-07 ,pp. : 1509-1531

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing for heteroscedasticity in regression models

By MARIA CARAPETO

Journal of Applied Statistics, Vol. 30, Iss. 1, 2003-01 ,pp. : 13-20

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian model averaging in longitudinal regression models with AR(1) errors with application to a myopia data set

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 8, 2015-05 ,pp. : 1667-1678

Taylor & Francis Ltd

Access to resources Recommend Favorite

Approximate testing in two-stage nonlinear mixed models

By Burton J.H. Volaufova J.

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2656-2665

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing heteroscedasticity in partially linear models with missing covariates

By Liu Xiaohui

Journal of Nonparametric Statistics, Vol. 23, Iss. 2, 2011-06 ,pp. : 321-337

Taylor & Francis Ltd

Access to resources Recommend Favorite