Empirical Likelihood Based Diagnostics for Heteroscedasticity in Semiparametric Varying-Coefficient Partially Linear Models with Missing Responses

作     者：LIU Feng GAO Weiqing HE Jing FU Xinwei KANG Xinmei LIU Feng;GAO Weiqing;HE Jing;FU Xinwei;KANG Xinmei

作者机构：School of ScienceChongqing University of TechnologyChongqing 401331China 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2021年第34卷第3期

页      面：1175-1188页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by the National Natural Science Foundation of China under Grant Nos. 11471060 and 11871124 the Key Project of Statistical Science of China under Grant No. 2017LZ27 

主　　题：Empirical likelihood ratio heteroscedasticity response missing with MAR semiparametric varying-coefficient partially linear models 

摘      要：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.