Introduction to Robust Estimation and Hypothesis Testing, 3rd Edition > 11.3 Detecting Heteroscedasticity > 11.3.3 R Functions qhomt and khomreg - Pg. : Safari Books Online

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Introduction to Robust Estimation and Hypothesis Testing, 3rd Edition

Introduction to Robust Estimation and Hypothesis Testing, 3rd Edition

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Contents

Table of Contents

Introduction to Robust Estimation and Hypothesis Testing

Table of Contents

2 A Foundation for Robust Methods

3 Estimating Measures of Location and Scale

4 Confidence Intervals in the One-Sample Case

5 Comparing Two Groups

6 Some Multivariate Methods

7 One-Way and Higher Designs for Independent Groups

8 Comparing Multiple Dependent Groups

9 Correlation and Tests of Independence

10 Robust Regression

11 More Regression Methods

11.1 Inferences About Robust Regression Parameters

11.2 Comparing the Parameters of Two Independent Groups

11.3 Detecting Heteroscedasticity

11.3.1 A Quantile Regression Approach

11.3.2 Koenker's Method

11.3.3 R Functions qhomt and khomreg

11.4 Curvature and Half-Slope Ratios

11.5 Curvature and Nonparametric Regression

11.6 Checking the Specification of a Regression Model

11.7 Regression Interactions and Moderator Analysis

11.8 Comparing Parametric, Additive, and Nonparametric Fits

11.9 Measuring the Strength of an Association Given a Fit to the Data

11.10 Comparing Predictors

11.12 Marginal Longitudinal Data Analysis: Comments on Comparing Groups

11.13 Exercises

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