Empirical likelihood based diagnostics for heteroscedasticity in partial linear models

DOI10.1016/J.CSDA.2009.02.029MaRDI QIDQ961806zbMATH OpenOpenAlexFDO

Authors Heung Wong, Feng Liu, Min Chen, Wai-cheung Ip

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.02.029

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• A two-stage spline smoothing method for partially linear models
• Asymptotic theory for partly linear models
• Convergence rates for partially splined models
• Diagnostics for heteroscedasticity in regression
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood for linear models
• Empirical likelihood for partial linear models
• Empirical likelihood for partial linear models with fixed designs
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Intentionally Biased Bootstrap Methods
• Methodology and Algorithms of Empirical Likelihood
• Root-N-Consistent Semiparametric Regression
• Testing Heteroscedasticity In Nonparametric Regression
• Testing for constant variance in a linear model
• Testing heteroscedasticity in partially linear regression models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

Cited in

(9)

• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
• Validation tests for semi-parametric models
• Heteroscedasticity diagnostics in two-phase linear regression models
• An updated review of goodness-of-fit tests for regression models
• Detection of marginal heteroscedasticity for partial linear single-index models
• Empty set problem of maximum empirical likelihood methods
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses
• Testing heteroscedasticity in partially linear models with missing covariates

Describes a project that uses

Uses Software

• bootstrap

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