Testing heteroscedasticity in partially linear regression models

Jinhong You and Gemai Chen

Statistics & Probability Letters, 2005, vol. 73, issue 1, 61-70

Abstract: Efficient inference for regression models requires that heteroscedasticity be taken into account if it exists. For partially linear regression models, however, the problem of detecting heteroscedasticity has received very little attention. The aim of this paper is to propose a test of heteroscedasticity for partially linear regression models.

Keywords: Partially; linear; regression; model; Heteroscedastic; errors; Asymptotic; normality; Hypothesis; testing (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (7)

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