A procedure for testing the assumption of homoscedasticity in least squares residuals: a case study of GPS carrier-phase observations

Abstract.

Due to increased demands on the quality of the results of Global Positioning System (GPS) evaluations, various authors have studied improvements of the stochastic model of GPS carrier-phase observations. These improvements are based on the reasonable assumption that the commonly used stochastic model with independent and homoscedastic (i.e. equal variance) errors is unrealistic. However, this has not been proved rigorously so far. A statistical test procedure based on uncorrelated least–squares residuals, which allows verification of the hypothesis of a heterogeneous variance, is provided. The statistical test procedure is of interest in its own right, and is independent of the practical problem considered. The presented technique is applied to GPS carrier-phase observations. Results show that the variances of the investigated observations are far from homogeneous. It is indicated that the error variances of the presented data increase with decreasing GPS satellite elevation. These results confirm the assumption that the commonly used stochastic model of GPS observations is inadequate and has to be improved.