Checking the adequacy of a general linear model with responses missing at random

doi:10.1016/j.jspi.2009.04.024

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	Checking the adequacy of a general linear model with responses missing at random
	Sun, Zhihua 1,2; Wang, Qihua1,3
	2009-10-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	139 期号:10 页码:3588-3604
摘要	In this paper, we consider model checking problem for a general linear model with response missing at random. First, two completed data sets are constructed by imputation and inverse probability weighting methods. Then two score-type and two empirical process based test statistics are proposed by using the constructed data sets. The large sample properties of the test statistics under the null and local alternative hypotheses are investigated. It is shown that both score-type tests are consistent and can detect the local alternatives close to the null ones at the rate n(-r) with 0 <= r <= 1/2, and the empirical process based tests can detect the local alternatives close to the null ones at the rate n(-1/2). The power and the choice of the weighting function of the proposed tests are discussed. Simulation studies show that the tests perform well and outperform the existing results. (C) 2009 Elsevier B.V. All rights reserved.
关键词	General linear model Lack-of-fit test Missing at random Score-type test Empirical process Sensitivity analysis
DOI	10.1016/j.jspi.2009.04.024
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000268703700019
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7153
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Chinese Acad Sci, Grad Univ, Dept Math, Beijing 100049, Peoples R China 3.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Sun, Zhihua,Wang, Qihua. Checking the adequacy of a general linear model with responses missing at random[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(10):3588-3604.
APA	Sun, Zhihua,&Wang, Qihua.(2009).Checking the adequacy of a general linear model with responses missing at random.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(10),3588-3604.
MLA	Sun, Zhihua,et al."Checking the adequacy of a general linear model with responses missing at random".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.10(2009):3588-3604.