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For the usual regression model without replications, we provide a diagnostic test for heteroscedasticity based on the score statistic.A graphical procedure to complement the score test is also presented.
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Cook et al. (Sat,) studied this question.
www.synapsesocial.com/papers/69d943eac7f0c3ae80a3c7aa — DOI: https://doi.org/10.1093/biomet/70.1.1
R. Dennis Cook
Sanford Weisberg
Biometrika
University of Minnesota
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