Checking the adequacy for a distortion errors-in-variables parametric regression model

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	Checking the adequacy for a distortion errors-in-variables parametric regression model
	Zhang, Jun ; Li, Gaorong ; Feng, Zhenghui ; Feng ZH(冯峥晖)
刊名	http://dx.doi.org/10.1016/j.csda.2014.09.018
	2014
关键词	Errors Mathematical models Model checking Regression analysis Statistics
英文摘要	This paper studies tools for checking the validity of a parametric regression model, when both response and predictors are unobserved and distorted in a multiplicative fashion by an observed confounding variable. A residual based empirical process test statistic marked by proper functions of the regressors is proposed. We derive asymptotic distribution of the proposed empirical process test statistic: a centered Gaussian process under the null hypothesis and a non-centered one under local alternatives converging to the null hypothesis at parametric rates. We also suggest a bootstrap procedure to calculate critical values. Simulation studies are conducted to demonstrate the performance of the proposed test statistic and real examples are analyzed for illustrations. ? 2014 Elsevier B.V. All rights reserved.
语种	英语
出版者	Elsevier
内容类型	期刊论文
源URL	[http://dspace.xmu.edu.cn/handle/2288/90221]
专题	经济学院－已发表论文
推荐引用方式 GB/T 7714	Zhang, Jun,Li, Gaorong,Feng, Zhenghui,et al. Checking the adequacy for a distortion errors-in-variables parametric regression model[J]. http://dx.doi.org/10.1016/j.csda.2014.09.018,2014.
APA	Zhang, Jun,Li, Gaorong,Feng, Zhenghui,&冯峥晖.(2014).Checking the adequacy for a distortion errors-in-variables parametric regression model.http://dx.doi.org/10.1016/j.csda.2014.09.018.
MLA	Zhang, Jun,et al."Checking the adequacy for a distortion errors-in-variables parametric regression model".http://dx.doi.org/10.1016/j.csda.2014.09.018 (2014).