Checking the adequacy of a partial linear model

被引:5
|
作者
Zhu, LX [1 ]
Ng, KW
机构
[1] Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
[2] Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
关键词
conditional distribution; empirical process; partially linear model; re-sampling;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A partial linear model is a model where the response variable depends on some covariates linearly and on others nonparametrically. In this article, we construct an empirical process-based test for examining the adequacy of partial linearity of model. A re-sampling approach, called random symmetrization (RS), is applied to obtain the approximation to the null distribution of the test. The procedure is easy to implement. A simulation study is carried out and application to an example is made.
引用
收藏
页码:763 / 781
页数:19
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