Rank-Based Analysis of the Heteroscedastic Linear Model
异方差线性模型的秩方法分析
Heteroscedasticity often causes problems in the analysis of linear models. Frequently for such cases, scale is a function of the response. Here, for such models, a methodology is presented based on well-known rank-based procedures. The procedure is iterative. Using the residuals from an initial R estimate of the regression coefficients, scale is estimated by inverting a linear rank test for scale. This in turn leads to a weighted R estimate of the regression coefficients and…