Abstract
This paper proposes an empirical likelihood based diagnostic technique for heteroscedasticity for semiparametric varying-coefficient partially linear models with missing responses. Firstly, the authors complement the missing response variables by regression method. Then, the empirical likelihood method is introduced to study the heteroscedasticity of the semiparametric varying-coefficient partially linear models with complete-case data. Finally, the authors obtain the finite sample property by numerical simulation.
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This research was supported by the National Natural Science Foundation of China under Grant Nos. 11471060 and 11871124, and the Key Project of Statistical Science of China under Grant No. 2017LZ27.
This paper was recommended for publication by Editor SUN Liuquan.
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Liu, F., Gao, W., He, J. et al. Empirical Likelihood Based Diagnostics for Heteroscedasticity in Semiparametric Varying-Coefficient Partially Linear Models with Missing Responses. J Syst Sci Complex 34, 1175–1188 (2021). https://doi.org/10.1007/s11424-020-9240-7
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DOI: https://doi.org/10.1007/s11424-020-9240-7