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Model checking for partially linear models with missing responses at random

文献类型：期刊论文

作者Sun, Zhihua2,3; Wang, Qihua1,3; Dai, Pengjie3
刊名JOURNAL OF MULTIVARIATE ANALYSIS
出版日期2009-04-01
卷号100期号:4页码:636-651
关键词Model checking Response missing at random Imputation Inverse probability weighting Empirical process Re-sampling
ISSN号0047-259X
DOI10.1016/j.jmva.2008.07.002
英文摘要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.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000263136700006
出版者ELSEVIER INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/8739]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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