Model checking for a general linear model with nonignorable missing covariates
文献类型：期刊论文
| 作者 | Sun Zhihua1; Ip WaiCheung3; Wong Heung3 |
| 刊名 | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
 |
| 出版日期 | 2012 |
| 卷号 | 28期号:1页码:99-110 |
| 关键词 | REGRESSION general linear model model checking nonignorable missing covariates sensitivity analysis |
| ISSN号 | 0168-9673 |
| 其他题名 | Model Checking for a General Linear Model with Nonignorable Missing Covariates |
| 英文摘要 | In this paper, we investigate the model checking problem for a general linear model with nonignorable missing covariates. We show that, without any parametric model assumption for the response probability, the least squares method yields consistent estimators for the linear model even if only the complete data are applied. This makes it feasible to propose two testing procedures for the corresponding model checking problem: a score type lack-of-fit test and a test based on the empirical process. The asymptotic properties of the test statistics are investigated. Both tests are shown to have asymptotic power 1 for local alternatives converging to the null at the rate n (-r) , 0 a parts per thousand currency sign r < 1/2. Simulation results show that both tests perform satisfactorily. |
| 资助项目 | [National Natural Science Foundation of China] ; [China Postdoctoral Science Foundation] ; [GUCAS, the foundation of the Key Laboratory of Random Complex Structures and Data Science, CAS] ; [Research Committee, The Hong Kong Polytechnic University] |
| 语种 | 英语 |
| CSCD记录号 | CSCD:4499549 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/53295]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.中国科学院 2.中国科学院数学与系统科学研究院 3.Hong Kong Polytech University, Dept Appl Math, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun Zhihua,Ip WaiCheung,Wong Heung. Model checking for a general linear model with nonignorable missing covariates[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2012,28(1):99-110. |
| APA | Sun Zhihua,Ip WaiCheung,&Wong Heung.(2012).Model checking for a general linear model with nonignorable missing covariates.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,28(1),99-110. |
| MLA | Sun Zhihua,et al."Model checking for a general linear model with nonignorable missing covariates".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 28.1(2012):99-110. |
入库方式： OAI收割
来源：数学与系统科学研究院
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