Testing error heterogeneity in censored linear regression

Fan, CY; Lu, WB; Zhou, Y

Zhou, Y (corresponding author), East China Normal Univ, Acad Stat & Interdisciplinary Sci, Key Lab Adv Theory & Applicat Stat & Data Sci, MOE, Shanghai 200062, Peoples R China.

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2021; 161 ():

Abstract

In censored linear regression, a key assumption is that the error is independent of predictors. We develop an omnibus test to check error heterogeneit......

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