Testing heteroscedasticity in partially linear models with missing covariates

doi:10.1080/10485252.2010.515306

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	Testing heteroscedasticity in partially linear models with missing covariates
	Liu, Xiaohui 1; Wang, Zhizhong 1; Hu, Xuemei 2,3
	2011
发表期刊	JOURNAL OF NONPARAMETRIC STATISTICS
ISSN	1048-5252
卷号	23 期号:2 页码:321-337
摘要	The purpose of this paper is to investigate the underlying heteroscedasticity in a partially linear model with missing covariates by using the empirical likelihood method. Two new test statistics are proposed based on the inverse probability-weighted idea. Under the null hypothesis, the resulting test statistics are shown to have standard chi-squared distributions asymptotically. Simulation studies show that the proposed statistics behave well. An example of an AIDS clinical trial data set is also used for illustrating our methods.
关键词	partially linear model heteroscedasticity test missing at random empirical likelihood ratio
DOI	10.1080/10485252.2010.515306
语种	英语
资助项目	Natural Science Foundation of CQ CSTC[2009BB8221] ; National Natural Science of China[10871217]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000290679100005
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11457
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, Xiaohui
作者单位	1.Cent S Univ, Sch Math Sci & Comp Technol, Changsha, Hunan, Peoples R China 2.ChongQing Technol & Business Univ, Math & Stat Coll, Chongqing, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Liu, Xiaohui,Wang, Zhizhong,Hu, Xuemei. Testing heteroscedasticity in partially linear models with missing covariates[J]. JOURNAL OF NONPARAMETRIC STATISTICS,2011,23(2):321-337.
APA	Liu, Xiaohui,Wang, Zhizhong,&Hu, Xuemei.(2011).Testing heteroscedasticity in partially linear models with missing covariates.JOURNAL OF NONPARAMETRIC STATISTICS,23(2),321-337.
MLA	Liu, Xiaohui,et al."Testing heteroscedasticity in partially linear models with missing covariates".JOURNAL OF NONPARAMETRIC STATISTICS 23.2(2011):321-337.