LACK-OF-FIT TESTS BASED ON WEIGHTED RATIO OF RESIDUALS AND VARIANCES

被引：0

作者：

Maozai TIAN

Youxi LUO

Yunan SU

Yan FAN

Junlin HAN

机构：

[1] Center for Applied Statistics,School of Statistics,Remin University of China

[2] School of Science,Hubei University of Technology

[3] School of Mathematics,Yunnan Normal University

来源：

Journal of Systems Science & Complexity | 2012年 / 25卷 / 06期

基金：

中央高校基本科研业务费专项资金资助; 北京市自然科学基金; 中国国家自然科学基金;

关键词：

Empirical power; Lack-of-fit test; Monte Carlo; quasi-residuals; ratio of variances; semiparametric model;

D O I：

暂无

中图分类号：

O212.1 [一般数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article proposes a new lack-of-test based on the weighted ratio of residuals and variances for partially linear regression models.The large and small sampling properties of the proposed test are established.The testing procedure is illustrated via several examples.Simulation studies show that the testing procedures are powerful even in small samples.An application of the test to a real data set is presented.

引用

页码：1202 / 1214

页数：13

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