Checking the adequacy of a general linear model with responses missing at random
文献类型：期刊论文
| 作者 | Sun, Zhihua1,2; Wang, Qihua1,3
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2009-10-01 |
| 卷号 | 139期号:10页码:3588-3604 |
| ISSN号 | 0378-3758 |
| 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 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| 出版者 | ELSEVIER SCIENCE BV |
| WOS记录号 | WOS:000268703700019 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7152]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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