Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models

Feng Liu, Chunyan Li, Pengfei Wang and Xinmei Kang

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 22, 5485-5496

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.

Date: 2018
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DOI: 10.1080/03610926.2017.1395050

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