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

doi:10.1016/j.jspi.2008.05.049

CSpace > 应用数学研究所

	Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models
	Wong, Heung 1; Liu, Feng 2; Chen, Min3 ; Ip, Wai Cheung 1
	2009-03-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	139 期号:3 页码:916-929
摘要	A standard assumption in regression analysis is homogeneity of the error variance. Violation of this assumption can have adverse consequences for the efficiency of estimators. In this paper, we propose an empirical likelihood based diagnostic technique for heteroscedasticity in the 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. (c) 2008 Elsevier B.V. All rights reserved.
关键词	Heteroscedasticity Empirical likelihood ratio Partially linear models Errors-in-variables Nuisance parameter
DOI	10.1016/j.jspi.2008.05.049
语种	英语
资助项目	AMSS-Polyu Joint Research Institute ; National Key Basic Research Program of China[2007CB814902] ; National Natural Science Foundation of China[70221001] ; National Natural Science Foundation of China[10628104] ; National Natural Science Foundation of China[10721101] ; Chongqing Education Committee[KJ080609]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000262061300018
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7772
专题	应用数学研究所
通讯作者	Wong, Heung
作者单位	1.Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China 2.Chongqing Inst Technol, Dept Stat, Chongqing 400050, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Wong, Heung,Liu, Feng,Chen, Min,et al. Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(3):916-929.
APA	Wong, Heung,Liu, Feng,Chen, Min,&Ip, Wai Cheung.(2009).Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(3),916-929.
MLA	Wong, Heung,et al."Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.3(2009):916-929.