The research described herein was motivated by a study of the relationship between the performance of students in senior high schools and at universities in China. A special linear structural equation model is established, in which some parameters are known and both the responses and the...

Heteroscedasticity checking in regression analysis plays an important role in modelling. It is of great interest when random errors are correlated, including autocorrelated and partial autocorrelated errors. In this paper, we consider multivariate <italic>t</italic> linear regression models, and construct the...