When you specify the SPEC option, tests listed in the TEST statement are performed with both the usual covariance matrix and the heteroscedasticity consistent covariance matrix. Tests performed with ...

For the usual regression model without replication, we provide a diagnostic test for heteroscedasticity based on the score statistic. A graphical procedure to complement the score test is also ...

Diagnostic tests and plots are proposed for detecting heteroscedasticity in nonparametric regression. The large and small sample power properties are studied for a class of test statistics for the ...