CSpace  > 应用数学研究所
Consistent test of error-in-variables partially linear model with auxiliary variables
Sun, Zhihua1,2; Ye, Xue3; Sun, Liuquan4
2015-10-01
Source PublicationJOURNAL OF MULTIVARIATE ANALYSIS
ISSN0047-259X
Volume141Pages:118-131
AbstractIn 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.
KeywordAuxiliary variable Consistent test Measurement error Model check Partial linear model
DOI10.1016/j.jmva.2015.07.007
Language英语
Funding ProjectNational 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 Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000361076100008
PublisherELSEVIER INC
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/20730
Collection应用数学研究所
Corresponding AuthorSun, Zhihua
Affiliation1.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
Recommended Citation
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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Sun, Zhihua]'s Articles
[Ye, Xue]'s Articles
[Sun, Liuquan]'s Articles
Baidu academic
Similar articles in Baidu academic
[Sun, Zhihua]'s Articles
[Ye, Xue]'s Articles
[Sun, Liuquan]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Sun, Zhihua]'s Articles
[Ye, Xue]'s Articles
[Sun, Liuquan]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.