Hypothesis tests in partial linear errors-in-variables models with missing response

被引:3
|
作者
Xu, Hong-Xia [1 ,2 ]
Fan, Guo-Liang [2 ,3 ,4 ]
Chen, Zhen-Long [1 ]
机构
[1] Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou, Zhejiang, Peoples R China
[2] Anhui Polytech Univ, Sch Math & Phys, Wuhu, Peoples R China
[3] Renmin Univ China, Res Ctr Appl Stat, Beijing, Peoples R China
[4] Renmin Univ China, Inst Stat & Big Data, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
Partial linear model; Missing at random; Errors-in-variables; U-statistics; Quadratic conditional moment test; VARYING-COEFFICIENT MODELS; EMPIRICAL LIKELIHOOD; CONSISTENT TEST; REGRESSION; INFERENCE; CHECKING; ADEQUACY;
D O I
10.1016/j.spl.2017.03.001
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
In this paper, we investigate the problem of testing nonparametric function in partial linear errors-in-variables models with response missing at random. In order to overcome the bias produced by measurement errors, two bias-corrected test statistics based on the quadratic conditional moment method are proposed. The limiting null distributions of the test statistics are established respectively and p values can be easily determined which show that the proposed test statistics have similar theoretical properties. Moreover, our tests can detect the alternatives distinct from the null hypothesis at the optimal nonparametric rate for local smoothing-based methods in this area. Simulation studies are conducted to demonstrate the performance of the proposed test methods and the proposed two tests give similar performances. A real data set from the ACTG 175 study is used for illustrating the proposed test methods. (C) 2017 Elsevier B.V. All rights reserved.
引用
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页码:219 / 229
页数:11
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