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A test for the parametric form of the variance function in apartial linear regression model

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  • Dette, Holger
  • Marchlewski, Mareen

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  • Dette, Holger & Marchlewski, Mareen, 2007. "A test for the parametric form of the variance function in apartial linear regression model," Technical Reports 2007,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200726
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    References listed on IDEAS

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    1. Dette, Holger & Hetzler, Benjamin, 2006. "A simple test for the parametric form of the variance function in nonparametric regression," Technical Reports 2006,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    2. Yatchew, A., 1997. "An elementary estimator of the partial linear model," Economics Letters, Elsevier, vol. 57(2), pages 135-143, December.
    3. Dette, Holger & Hetzler, Benjamin, 2006. "A simple test for the parametric form of the variance function in nonparametric regression," Technical Reports 2005,53, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    4. Fan J. & Huang L-S., 2001. "Goodness-of-Fit Tests for Parametric Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 640-652, June.
    5. Ana Bianco & Graciela Boente & Elena Martínez, 2006. "Robust Tests in Semiparametric Partly Linear Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 435-450, September.
    6. Diblasi, Angela & Bowman, Adrian, 1997. "Testing for constant variance in a linear model," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 95-103, April.
    7. Li, Qi, 2000. "Efficient Estimation of Additive Partially Linear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(4), pages 1073-1092, November.
    8. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
    9. Holger Dette & Axel Munk, 1998. "A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 253-275, June.
    10. You, Jinhong & Chen, Gemai, 2005. "Testing heteroscedasticity in partially linear regression models," Statistics & Probability Letters, Elsevier, vol. 73(1), pages 61-70, June.
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    Cited by:

    1. Jun Zhang & Zhenghui Feng & Xiaoguang Wang, 2018. "A constructive hypothesis test for the single-index models with two groups," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1077-1114, October.
    2. Estate V. Khmaladze, 2021. "Distribution-free testing in linear and parametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1063-1087, December.
    3. Juan Carlos Pardo-Fernández & M. Dolores Jiménez-Gamero, 2019. "A model specification test for the variance function in nonparametric regression," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(3), pages 387-410, September.
    4. Zhu, Xuehu & Guo, Xu & Lin, Lu & Zhu, Lixing, 2015. "Heteroscedasticity checks for single index models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 41-55.
    5. Einmahl, John H.J. & Van Keilegom, Ingrid, 2008. "Specification tests in nonparametric regression," Journal of Econometrics, Elsevier, vol. 143(1), pages 88-102, March.

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