Checking nonparametric component for partially nonlinear model with missing response

Zhaoliang Wang, Liugen Xue and Juanfang Liu

Statistics & Probability Letters, 2019, vol. 149, issue C, 1-8

Abstract: This paper is concerned with the specification test of the nonparametric component in partially nonlinear models with response missing at random. Two quadratic conditional moment test statistics with their asymptotic properties are developed. Our test methods possess the virtue that p-values can be easily determined and Type I error can be asymptotically exact controlled. Further, the tests can also detect the alternatives distinct from the null hypothesis at the optimal nonparametric rate for local smoothing-based methods. Thorough Monte Carlo simulations and an application to one real data set are provided to demonstrate excellent finite-sample performance of the proposed methods.

Keywords: Partially nonlinear model; Missing data; Kernel smoothing; U-statistics; Quadratic conditional moment test (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715219300264
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:149:y:2019:i:c:p:1-8

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2019.01.020

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().