Homogeneity diagnostics for skew-normal nonlinear regression models

Regression model with skew-normal errors provides useful extension for ordinary normal regression models when the data set under consideration involves asymmetric outcomes. On the other hand, the homogeneity of variances (if they exist) is a standard assumption in skew-normal nonlinear regression models. However, this assumption is not necessarily appropriate. This paper is devoted to the score tests for homogeneity of scalar parameter and skewness parameter in skew-normal nonlinear regression models, which are included in the variance. The properties of score tests are investigated through Monte Carlo simulations. The test methods are illustrated with a numerical example.