A goodness-of-fit test for variable-adjusted models
| Autor: | Chuanlong Xie, Lixing Zhu |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Applied Mathematics Dimensionality reduction 05 social sciences Sample (statistics) 01 natural sciences Regression Test (assessment) 010104 statistics & probability Computational Mathematics Computational Theory and Mathematics Goodness of fit Distortion 0502 economics and business Statistics 0101 mathematics Projection (set theory) 050205 econometrics Parametric statistics Mathematics |
| Zdroj: | Computational Statistics & Data Analysis. 138:27-48 |
| ISSN: | 0167-9473 |
| DOI: | 10.1016/j.csda.2019.01.018 |
| Popis: | This research provides a projection-based test to check parametric single-index regression structure in variable-adjusted models. An adaptive-to-model strategy is employed, which makes the proposed test work better on the significance level maintenance and more powerful than existing tests. With mild conditions, the proposed test asymptotically behaves like a test that is for classical regression setup without distortion errors in observations. Numerical studies with simulated and real data are conducted to examine the performance of the test in finite sample scenarios. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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