MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA

doi:10.1007/s11424-010-8051-7

CSpace

	MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA
	Dai, Pengjie 1,2; Sun, Zhihua 1,3; Wang, Peng 4
	2010-12-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	23 期号:6 页码:1153-1166
摘要	In this paper, model checking problem is considered for general linear model when covariables are measured with error and an independent validation data set is available. Without assuming any error model structure between the true variable and the surrogate variable, the author first apply nonparametric method to model the relationship between the true variable and the surrogate variable with the help of the validation sample. Then the author construct a score-type test statistic through model adjustment. The large sample behaviors of the score-type test statistic are investigated. It is shown that the test is consistent and can detect the alternative hypothesis close to the null hypothesis at the rate n(-r) with 0 <= r <= 1/2. Simulation results indicate that the proposed method works well.
关键词	General linear model measurement error model checking validation data
DOI	10.1007/s11424-010-8051-7
语种	英语
资助项目	National Natural Science Foundation of China[10901162] ; National Natural Science Foundation of China[10926073] ; President Fund of GUCAS ; China Postdoctoral Science Foundation
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000286095100009
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/10507
专题	中国科学院数学与系统科学研究院
通讯作者	Dai, Pengjie
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Renmin Univ China, Sch Business, Beijing 100872, Peoples R China 3.Chinese Acad Sci, Sch Math Sci, Grad Univ, Beijing 100049, Peoples R China 4.Beijing Forestry Univ, Dept Math, Beijing 100083, Peoples R China
推荐引用方式 GB/T 7714	Dai, Pengjie,Sun, Zhihua,Wang, Peng. MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(6):1153-1166.
APA	Dai, Pengjie,Sun, Zhihua,&Wang, Peng.(2010).MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(6),1153-1166.
MLA	Dai, Pengjie,et al."MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.6(2010):1153-1166.