Statistical Diagnostic for Varying-Coefficient Single-Index Models Based on Empirical Likelihood Method

Varying-coefficient single-index model（ VCSIM） avoids the so-called ＂curse of dimensionality ＂ and is flexible enough to include several important statistical models. This paper considers statistical diagnosis for VCSIM. First,the parametric estimation equation is established based on empirical likelihood. Then,some diagnosis statistics are defined. At last, an example is given to illustrate all the results.