Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
文献类型：期刊论文
| 作者 | Sun, Zhihua1; Luo, Dongshan5; Zhou, Xiaohua4; Zhang, Qingzhao2,3 |
| 刊名 | STATISTICAL PAPERS
 |
| 出版日期 | 2020-01-03 |
| 页码 | 29 |
| 关键词 | Weighted integrated squared distance test U-statistic test Empirical process based test Power comparisons Measurement error |
| ISSN号 | 0932-5026 |
| DOI | 10.1007/s00362-019-01154-3 |
| 英文摘要 | The adequacy check of regression models is a fundamental approach to avoid model misspecifications. Three types of tests: the weighted integrated squared distance test, the U-statistic test and the empirical process based test, are very popular due to attractive theoretical merits such as consistency and satisfactory performances in practice. In this paper, we apply these three tests to check the adequacy of a mean parametric regression model with measurement error. By rigorously investigating the asymptotic properties of three testing methods under the null, local and global alternative hypotheses, we make detailed comparisons for the three tests. To the best of our knowledge, the results of these theoretical comparisons are novel. We conduct simulation studies and a real data analysis to compare the finite sample behaviors of the proposed methods. |
| 资助项目 | National Natural Science Foundation of China[11571340] ; National Natural Science Foundation of China[11971404] ; National Natural Science Foundation of China[11971045] ; MOE (Ministry of Education in China) Project of Humanities and Social Sciences[19YJC910010] ; 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:000505386800002 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/50466]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhang, Qingzhao |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 2.Xiamen Univ, Fujian Key Lab Stat, Xiamen, Fujian, Peoples R China 3.Xiamen Univ, MOE Key Lab Econ, Wang Yanan Inst Studies Econ, Sch Econ, Xiamen, Fujian, Peoples R China 4.Peking Univ, Beijing Int Ctr Math Res, Beijing, Peoples R China 5.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, Zhihua,Luo, Dongshan,Zhou, Xiaohua,et al. Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable[J]. STATISTICAL PAPERS,2020:29. |
| APA | Sun, Zhihua,Luo, Dongshan,Zhou, Xiaohua,&Zhang, Qingzhao.(2020).Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable.STATISTICAL PAPERS,29. |
| MLA | Sun, Zhihua,et al."Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable".STATISTICAL PAPERS (2020):29. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。