Model checking for partially linear models with missing responses at random

doi:10.1016/j.jmva.2008.07.002

CSpace > 应用数学研究所

	Model checking for partially linear models with missing responses at random
	Sun, Zhihua 2,3; Wang, Qihua1,3 ; Dai, Pengjie 3
	2009-04-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	100 期号:4 页码:636-651
摘要	In this paper, we investigate the model checking problem for a partial linear model while some responses are missing at random. By imputation and marginal inverse probability weighted methods, two completed data sets are constructed. Based on the two completed data sets, we build two empirical process-based tests for examining the adequacy of partial linearity of the model. The asymptotic distributions of the test statistics under the null hypothesis and local alternative hypotheses are obtained respectively. A re-sampling approach is applied to obtain the approximation to the null distributions of the test statistics. Simulation results show that the proposed tests work well and both proposed methods have better finite sample properties compared with the complete case (CC) analysis which discards all the subjects with missing data. (C) 2008 Elsevier Inc. All rights reserved.
关键词	Model checking Response missing at random Imputation Inverse probability weighting Empirical process Re-sampling
DOI	10.1016/j.jmva.2008.07.002
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000263136700006
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8740
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Grad Univ, Dept Math, Beijing 100049, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Sun, Zhihua,Wang, Qihua,Dai, Pengjie. Model checking for partially linear models with missing responses at random[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2009,100(4):636-651.
APA	Sun, Zhihua,Wang, Qihua,&Dai, Pengjie.(2009).Model checking for partially linear models with missing responses at random.JOURNAL OF MULTIVARIATE ANALYSIS,100(4),636-651.
MLA	Sun, Zhihua,et al."Model checking for partially linear models with missing responses at random".JOURNAL OF MULTIVARIATE ANALYSIS 100.4(2009):636-651.