Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable

doi:10.1007/s00362-019-01154-3

	Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
	Sun, Zhihua 2; Luo, Dongshan 3; Zhou, Xiaohua 1; Zhang, Qingzhao 4,5
刊名	STATISTICAL PAPERS
	2020-01-03
页码	29
关键词	Weighted integrated squared distance test U-statistic test Empirical process based test Power comparisons Measurement error
ISSN号	0932-5026
DOI	10.1007/s00362-019-01154-3
英文摘要	The adequacy check of regression models is a fundamental approach to avoid model misspecifications. Three types of tests: the weighted integrated squared distance test, the U-statistic test and the empirical process based test, are very popular due to attractive theoretical merits such as consistency and satisfactory performances in practice. In this paper, we apply these three tests to check the adequacy of a mean parametric regression model with measurement error. By rigorously investigating the asymptotic properties of three testing methods under the null, local and global alternative hypotheses, we make detailed comparisons for the three tests. To the best of our knowledge, the results of these theoretical comparisons are novel. We conduct simulation studies and a real data analysis to compare the finite sample behaviors of the proposed methods.
资助项目	National Natural Science Foundation of China[11571340] ; National Natural Science Foundation of China[11971404] ; National Natural Science Foundation of China[11971045] ; MOE (Ministry of Education in China) Project of Humanities and Social Sciences[19YJC910010] ; Open Project of Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER
WOS记录号	WOS:000505386800002
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/50466]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, Qingzhao
作者单位	1.Peking Univ, Beijing Int Ctr Math Res, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 4.Xiamen Univ, MOE Key Lab Econ, Wang Yanan Inst Studies Econ, Sch Econ, Xiamen, Fujian, Peoples R China 5.Xiamen Univ, Fujian Key Lab Stat, Xiamen, Fujian, Peoples R China
推荐引用方式 GB/T 7714	Sun, Zhihua,Luo, Dongshan,Zhou, Xiaohua,et al. Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable[J]. STATISTICAL PAPERS,2020:29.
APA	Sun, Zhihua,Luo, Dongshan,Zhou, Xiaohua,&Zhang, Qingzhao.(2020).Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable.STATISTICAL PAPERS,29.
MLA	Sun, Zhihua,et al."Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable".STATISTICAL PAPERS (2020):29.