Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Testing Homogeneity of Errors in Unbalanced Random Effects Linear Model

  • Ahn, Chul H. (Associate Professor, Applied Mathematics, Sejong University, 98, Gunja-Dong, Gwangjin-Gum, Seoul 143-747, Republic of Korea)
  • Published : 2001.12.01
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Abstract

A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

Keywords

References

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