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HUANG Zhen-sheng. Tests for functional-coefficient parts on semiparametric varying-coefficient partially linear models[J]. Journal of East China Normal University (Natural Sciences), 2009, (4): 54-61.
Citation:
HUANG Zhen-sheng. Tests for functional-coefficient parts on semiparametric varying-coefficient partially linear models[J]. Journal of East China Normal University (Natural Sciences), 2009, (4): 54-61.
HUANG Zhen-sheng. Tests for functional-coefficient parts on semiparametric varying-coefficient partially linear models[J]. Journal of East China Normal University (Natural Sciences), 2009, (4): 54-61.
Citation:
HUANG Zhen-sheng. Tests for functional-coefficient parts on semiparametric varying-coefficient partially linear models[J]. Journal of East China Normal University (Natural Sciences), 2009, (4): 54-61.
Based on the quasi-likelihood estimates obtained by the local linear method,~the generalized likelihood ratio tests for the models were established.~Under the null hypothesis the test statistic followed asymptotically the $\chi^{2}$-distribution with the scale constants and the degree of freedom being independent of the nuisance parameters and the nuisance functions,~which was called the Wilks phenomenon.~A simulated example was presented to illustrate the proposed methods.
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