This paper deals with the test for homogeneity of variance and correlation in DBL(1,0,1) nonlinear models.Two statistic methods are proposed for the tests by using the score test.Results via simulation study were illustrated.The paper also extends the results of nonlinear regression models with linear random errors to those with bilinear random errors.The correspoding problem of nonlinear regression models with DBL(0,1,1) error was (discussed.)
LIU Ying-an~1,JIANG Hua-song~1,WEI Bo-cheng~2.
The Test for Homogeneity of Variance and Correlation in Nonlinear Regression Models with DBL(1,0,1) Random Errors[J]. JOURNAL OF NANJING FORESTRY UNIVERSITY. 2004, 28(02): 17-21 https://doi.org/10.3969/j.jssn.1000-2006.2004.02.004