Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models |
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| Authors: | Feng Liu Pengfei Wang Xinmei Kang |
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| Institution: | The School of Science, Chongqing University of Technology, Chongqing, China |
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| Abstract: | In this paper, we propose an empirical likelihood based diagnostic technique for heteroscedasticity in the semiparametric varying-coefficient partially linear errors-in-variables models. Under mild conditions, a nonparametric version of Wilk’s theorem is derived. Simulation results reveal that our test performs well in both size and power. |
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| Keywords: | Errors-in-variables Empirical likelihood ratio Heteroscedasticity Semiparametric varying-coefficient partial linear models |
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