Yin, Y.; Carroll, R. J. - In: Statistics & Probability Letters 10 (1990) 1, pp. 69-76
Consider a regression situation in which one wants to understand whether variability of the response is related to a scalar predictor z; the latter could be the predicted value. A diagnostic for heteroscedasticity is the score test (Cook and Weisberg, 1983), which is equivalent to computing the...