KMS Of Academy of mathematics and systems sciences, CAS
Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable | |
Sun, Zhihua1; Luo, Dongshan2; Zhou, Xiaohua3; Zhang, Qingzhao4,5 | |
2020-01-03 | |
发表期刊 | STATISTICAL PAPERS |
ISSN | 0932-5026 |
页码 | 29 |
摘要 | The adequacy check of regression models is a fundamental approach to avoid model misspecifications. Three types of tests: the weighted integrated squared distance test, the U-statistic test and the empirical process based test, are very popular due to attractive theoretical merits such as consistency and satisfactory performances in practice. In this paper, we apply these three tests to check the adequacy of a mean parametric regression model with measurement error. By rigorously investigating the asymptotic properties of three testing methods under the null, local and global alternative hypotheses, we make detailed comparisons for the three tests. To the best of our knowledge, the results of these theoretical comparisons are novel. We conduct simulation studies and a real data analysis to compare the finite sample behaviors of the proposed methods. |
关键词 | Weighted integrated squared distance test U-statistic test Empirical process based test Power comparisons Measurement error |
DOI | 10.1007/s00362-019-01154-3 |
收录类别 | SCI |
语种 | 英语 |
资助项目 | National Natural Science Foundation of China[11571340] ; National Natural Science Foundation of China[11971404] ; National Natural Science Foundation of China[11971045] ; MOE (Ministry of Education in China) Project of Humanities and Social Sciences[19YJC910010] ; 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:000505386800002 |
出版者 | SPRINGER |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/50467 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Zhang, Qingzhao |
作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 3.Peking Univ, Beijing Int Ctr Math Res, Beijing, Peoples R China 4.Xiamen Univ, MOE Key Lab Econ, Wang Yanan Inst Studies Econ, Sch Econ, Xiamen, Fujian, Peoples R China 5.Xiamen Univ, Fujian Key Lab Stat, Xiamen, Fujian, Peoples R China |
推荐引用方式 GB/T 7714 | Sun, Zhihua,Luo, Dongshan,Zhou, Xiaohua,et al. Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable[J]. STATISTICAL PAPERS,2020:29. |
APA | Sun, Zhihua,Luo, Dongshan,Zhou, Xiaohua,&Zhang, Qingzhao.(2020).Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable.STATISTICAL PAPERS,29. |
MLA | Sun, Zhihua,et al."Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable".STATISTICAL PAPERS (2020):29. |
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