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Testing heteroscedasticity in partially linear regression models
- Source :
- Statistics & Probability Letters. 73:61-70
- Publication Year :
- 2005
- Publisher :
- Elsevier BV, 2005.
-
Abstract
- Efficient inference for regression models requires that heteroscedasticity be taken into account if it exists. For partially linear regression models, however, the problem of detecting heteroscedasticity has received very little attention. The aim of this paper is to propose a test of heteroscedasticity for partially linear regression models.
Details
- ISSN :
- 01677152
- Volume :
- 73
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........f040816d87735133a9407c35b12cbdf5