MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA
文献类型：期刊论文
| 作者 | Dai, Pengjie1,2; Sun, Zhihua1,3; Wang, Peng4 |
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2010-12-01 |
| 卷号 | 23期号:6页码:1153-1166 |
| 关键词 | General linear model measurement error model checking validation data |
| ISSN号 | 1009-6124 |
| DOI | 10.1007/s11424-010-8051-7 |
| 英文摘要 | In this paper, model checking problem is considered for general linear model when covariables are measured with error and an independent validation data set is available. Without assuming any error model structure between the true variable and the surrogate variable, the author first apply nonparametric method to model the relationship between the true variable and the surrogate variable with the help of the validation sample. Then the author construct a score-type test statistic through model adjustment. The large sample behaviors of the score-type test statistic are investigated. It is shown that the test is consistent and can detect the alternative hypothesis close to the null hypothesis at the rate n(-r) with 0 <= r <= 1/2. Simulation results indicate that the proposed method works well. |
| 资助项目 | National Natural Science Foundation of China[10901162] ; National Natural Science Foundation of China[10926073] ; President Fund of GUCAS ; China Postdoctoral Science Foundation |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000286095100009 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10506]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Dai, Pengjie |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Renmin Univ China, Sch Business, Beijing 100872, Peoples R China 3.Chinese Acad Sci, Sch Math Sci, Grad Univ, Beijing 100049, Peoples R China 4.Beijing Forestry Univ, Dept Math, Beijing 100083, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dai, Pengjie,Sun, Zhihua,Wang, Peng. MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(6):1153-1166. |
| APA | Dai, Pengjie,Sun, Zhihua,&Wang, Peng.(2010).MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(6),1153-1166. |
| MLA | Dai, Pengjie,et al."MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODEL WITH VALIDATION DATA".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.6(2010):1153-1166. |
入库方式： OAI收割
来源：数学与系统科学研究院
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