modelcheckingforgenerallinearerrorincovariablesmodelwithvalidationdata

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	modelcheckingforgenerallinearerrorincovariablesmodelwithvalidationdata
	Dai Pengjie 1; Sun Zhihua 1; Wang Peng 2
	2010
发表期刊	journalofsystemsscienceandcomplexity
ISSN	1009-6124
卷号	000 期号:006 页码:1153
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. Key words General linear model, measurement error, model checking, validation data.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/43717
专题	中国科学院数学与系统科学研究院
作者单位	1.中国科学院数学与系统科学研究院 2.北京林业大学
推荐引用方式 GB/T 7714	Dai Pengjie,Sun Zhihua,Wang Peng. modelcheckingforgenerallinearerrorincovariablesmodelwithvalidationdata[J]. journalofsystemsscienceandcomplexity,2010,000(006):1153.
APA	Dai Pengjie,Sun Zhihua,&Wang Peng.(2010).modelcheckingforgenerallinearerrorincovariablesmodelwithvalidationdata.journalofsystemsscienceandcomplexity,000(006),1153.
MLA	Dai Pengjie,et al."modelcheckingforgenerallinearerrorincovariablesmodelwithvalidationdata".journalofsystemsscienceandcomplexity 000.006(2010):1153.