Fit ols with the mean function Obtain SSreg for this regression with df = q, the number of components in Z. If variance is thought to be a function of the responses, then in this regression, replace...

Fit ols with the mean function

Obtain SSreg for this regression with df = q, the number of components in Z. If variance is thought to be a function of the responses, then in this regression, replace Z by the fitted values from the regression in step 1. The SSreg then will have 1 df.

Compute the score test, S = SSreg/2. The significance level for the test can be obtained by comparing S with its asymptotic distribution, which, under the hypothesis

then S will be too large, so large values of S provide evidence against the hypothesis of constant variance. Reproduce the score tests given for the sniffer data in Section 7.2.1.