Consistent test of error-in-variables partially linear model with auxiliary variables

doi:10.1016/j.jmva.2015.07.007

CSpace > 应用数学研究所

	Consistent test of error-in-variables partially linear model with auxiliary variables
	Sun, Zhihua 1,2; Ye, Xue 3; Sun, Liuquan4
	2015-10-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	141 页码:118-131
摘要	In this paper, we investigate the model checking problem of a partially linear model when some covariates are measured with error and some auxiliary variables are supplied. The often-used assumptions on the measurement error, such as a known error variance or a known distribution of the error variable, are not required. Also repeated measurements are not needed. Instead, a nonparametric calibration method is applied to deal with the measurement error. An estimating method for the null hypothetical model is proposed and the asymptotic properties of the proposed estimators are established. A testing method based on a residual-marked empirical process is then developed to check the null hypothetical partially linear model. The tests are shown to be consistent and can detect the alternative hypothesis close to the null hypothesis at the rate n(-r) with 0 <= r <= 1/2. Simulation studies and real data analysis are conducted to examine the finite sample behavior of the proposed methods. (C) 2015 Elsevier Inc. All rights reserved.
关键词	Auxiliary variable Consistent test Measurement error Model check Partial linear model
DOI	10.1016/j.jmva.2015.07.007
语种	英语
资助项目	National Natural Science Foundation of China[U1430103] ; National Natural Science Foundation of China[11231010] ; National Natural Science Foundation of China[11171330] ; President Fund of UCAS, Key Laboratory of RCSDS, CAS[2008DP173182] ; Open Project of Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000361076100008
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20730
专题	应用数学研究所
通讯作者	Sun, Zhihua
作者单位	1.Univ Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management CAS, Beijing 100049, Peoples R China 2.Anhui Normal Univ, Wuhu 241000, Peoples R China 3.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Sun, Zhihua,Ye, Xue,Sun, Liuquan. Consistent test of error-in-variables partially linear model with auxiliary variables[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2015,141:118-131.
APA	Sun, Zhihua,Ye, Xue,&Sun, Liuquan.(2015).Consistent test of error-in-variables partially linear model with auxiliary variables.JOURNAL OF MULTIVARIATE ANALYSIS,141,118-131.
MLA	Sun, Zhihua,et al."Consistent test of error-in-variables partially linear model with auxiliary variables".JOURNAL OF MULTIVARIATE ANALYSIS 141(2015):118-131.