Name
Title | ||
|---|---|---|
Empirical likelihood based diagnostics for heteroscedasticity in partial linear models |
Abstract | ||
|---|---|---|
In this paper, we propose a diagnostic technique for checking heteroscedasticity based on empirical likelihood for the partial linear models. We construct an empirical likelihood ratio test for heteroscedasticity. Also, under mild conditions, a nonparametric version of Wilk's theorem is derived, which says that our proposed test has an asymptotic chi-square distribution. Simulation results reveal that the finite sample performance of our proposed test is satisfactory in both size and power. An empirical likelihood bootstrap simulation is also conducted to overcome the size distortion in small sample sizes. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1016/j.csda.2009.02.029 | Computational Statistics & Data Analysis |
Keywords | Field | DocType |
diagnostic technique,empirical likelihood bootstrap simulation,empirical likelihood ratio test,finite sample performance,empirical likelihood,simulation result,small sample size,asymptotic chi-square distribution,proposed test,size distortion,partial linear model | Econometrics,Score test,Heteroscedasticity,Likelihood-ratio test,Linear model,Empirical likelihood,Nonparametric statistics,Statistics,Ratio test,Sample size determination,Mathematics | Journal |
Volume | Issue | ISSN |
53 | 9 | Computational Statistics and Data Analysis |
Citations | PageRank | References |
1 | 0.37 | 0 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Heung Wong | 1 | 80 | 22.74 |
| Liu Feng | 2 | 53 | 5.05 |
| Min Chen | 3 | 1 | 0.71 |
| Wai-Cheung Ip | 4 | 27 | 11.72 |