Independent Stepwise Residuals for Testing Homoscedasticity
用于同方差检验的独立逐步残差
Regression models which specify independent, homoscedastic and normally distributed errors may be analyzed in a stepwise manner to produce calculated residuals having this same property. If the nth residual is calculated as the deviation of the nth observation from its predicted value based on a least squares fit to only the first n observations then the resulting sequence of residuals, appropriately normalized, are not only mutually independent and homoscedastic but are…