Model checking for a general linear model with nonignorable missing covariates

CSpace

	Model checking for a general linear model with nonignorable missing covariates
其他题名	Model Checking for a General Linear Model with Nonignorable Missing Covariates
	Sun Zhihua 1; Ip WaiCheung 3; Wong Heung 3
	2012
发表期刊	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN	0168-9673
卷号	28 期号:1 页码:99-110
摘要	In this paper, we investigate the model checking problem for a general linear model with nonignorable missing covariates. We show that, without any parametric model assumption for the response probability, the least squares method yields consistent estimators for the linear model even if only the complete data are applied. This makes it feasible to propose two testing procedures for the corresponding model checking problem: a score type lack-of-fit test and a test based on the empirical process. The asymptotic properties of the test statistics are investigated. Both tests are shown to have asymptotic power 1 for local alternatives converging to the null at the rate n (-r) , 0 a parts per thousand currency sign r < 1/2. Simulation results show that both tests perform satisfactorily.
其他摘要	In this paper, we investigate the model checking problem for a general linear model with nonignorable missing covariates. We show that, without any parametric model assumption for the response probability, the least squares method yields consistent estimators for the linear model even if only the complete data are applied. This makes it feasible to propose two testing procedures for the corresponding model checking problem: a score type lack-of-fit test and a test based on the empirical process. The asymptotic properties of the test statistics are investigated. Both tests are shown to have asymptotic power 1 for local alternatives converging to the null at the rate n~(-r), 0 ≤ r < 1/2. Simulation results show that both tests perform satisfactorily.
关键词	REGRESSION general linear model model checking nonignorable missing covariates sensitivity analysis
收录类别	CSCD
语种	英语
资助项目	[National Natural Science Foundation of China] ; [China Postdoctoral Science Foundation] ; [GUCAS, the foundation of the Key Laboratory of Random Complex Structures and Data Science, CAS] ; [Research Committee, The Hong Kong Polytechnic University]
CSCD记录号	CSCD:4499549
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/53296
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 2.中国科学院数学与系统科学研究院 3.Hong Kong Polytech University, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Sun Zhihua,Ip WaiCheung,Wong Heung. Model checking for a general linear model with nonignorable missing covariates[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2012,28(1):99-110.
APA	Sun Zhihua,Ip WaiCheung,&Wong Heung.(2012).Model checking for a general linear model with nonignorable missing covariates.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,28(1),99-110.
MLA	Sun Zhihua,et al."Model checking for a general linear model with nonignorable missing covariates".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 28.1(2012):99-110.