GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS

doi:10.1007/s11424-010-8147-0

CSpace

	GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS
	Hu, Huimin 1; Xu, Xingzhong 2; Li, Guoying 3
	2010-12-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	23 期号:6 页码:1118-1132
摘要	The one-sided and two-sided hypotheses about the parametric component in partially linear model are considered in this paper. Generalized p-values are proposed based on fiducial method for testing the two hypotheses at the presence of nonparametric nuisance parameter. Note that the nonparametric component can be approximated by a linear combination of some known functions, thus, the partially linear model can be approximated by a linear model. Thereby, generalized p-values for a linear model are studied first, and then the results are extended to the situation of partially linear model. Small sample frequency properties are analyzed theoretically. Meanwhile, simulations are conducted to assess the finite sample performance of the tests based on the proposed p-values.
关键词	Fiducial inference frequency property generalized p-value hypothesis testing partially linear model
DOI	10.1007/s11424-010-8147-0
语种	英语
资助项目	National Natural Science Foundation of China[10771015] ; Shandong University of Finance
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000286095100006
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9738
专题	中国科学院数学与系统科学研究院
通讯作者	Hu, Huimin
作者单位	1.Shandong Univ Finance, Sch Math & Stat, Jinan 250014, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Hu, Huimin,Xu, Xingzhong,Li, Guoying. GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(6):1118-1132.
APA	Hu, Huimin,Xu, Xingzhong,&Li, Guoying.(2010).GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(6),1118-1132.
MLA	Hu, Huimin,et al."GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.6(2010):1118-1132.