Consistent test of error-in-variables partially linear model with auxiliary variables
文献类型：期刊论文
| 作者 | Sun, Zhihua1,2; Ye, Xue3; Sun, Liuquan4
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2015-10-01 |
| 卷号 | 141页码:118-131 |
| 关键词 | Auxiliary variable Consistent test Measurement error Model check Partial linear model |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2015.07.007 |
| 英文摘要 | In this paper, we investigate the model checking problem of a partially linear model when some covariates are measured with error and some auxiliary variables are supplied. The often-used assumptions on the measurement error, such as a known error variance or a known distribution of the error variable, are not required. Also repeated measurements are not needed. Instead, a nonparametric calibration method is applied to deal with the measurement error. An estimating method for the null hypothetical model is proposed and the asymptotic properties of the proposed estimators are established. A testing method based on a residual-marked empirical process is then developed to check the null hypothetical partially linear model. The tests are shown to be consistent and can detect the alternative hypothesis close to the null hypothesis at the rate n(-r) with 0 <= r <= 1/2. Simulation studies and real data analysis are conducted to examine the finite sample behavior of the proposed methods. (C) 2015 Elsevier Inc. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[U1430103] ; National Natural Science Foundation of China[11231010] ; National Natural Science Foundation of China[11171330] ; President Fund of UCAS, Key Laboratory of RCSDS, CAS[2008DP173182] ; Open Project of Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000361076100008 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/20729]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Sun, Zhihua |
| 作者单位 | 1.Univ Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management CAS, Beijing 100049, Peoples R China 2.Anhui Normal Univ, Wuhu 241000, Peoples R China 3.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, Zhihua,Ye, Xue,Sun, Liuquan. Consistent test of error-in-variables partially linear model with auxiliary variables[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2015,141:118-131. |
| APA | Sun, Zhihua,Ye, Xue,&Sun, Liuquan.(2015).Consistent test of error-in-variables partially linear model with auxiliary variables.JOURNAL OF MULTIVARIATE ANALYSIS,141,118-131. |
| MLA | Sun, Zhihua,et al."Consistent test of error-in-variables partially linear model with auxiliary variables".JOURNAL OF MULTIVARIATE ANALYSIS 141(2015):118-131. |
入库方式： OAI收割
来源：数学与系统科学研究院
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