Model checking for partially linear models with missing responses at random

Zhihua Sun, Qihua Wang and Pengjie Dai

Journal of Multivariate Analysis, 2009, vol. 100, issue 4, 636-651

Abstract: In this paper, we investigate the model checking problem for a partial linear model while some responses are missing at random. By imputation and marginal inverse probability weighted methods, two completed data sets are constructed. Based on the two completed data sets, we build two empirical process-based tests for examining the adequacy of partial linearity of the model. The asymptotic distributions of the test statistics under the null hypothesis and local alternative hypotheses are obtained respectively. A re-sampling approach is applied to obtain the approximation to the null distributions of the test statistics. Simulation results show that the proposed tests work well and both proposed methods have better finite sample properties compared with the complete case (CC) analysis which discards all the subjects with missing data.

Keywords: 62F03; 62G10; Model; checking; Response; missing; at; random; Imputation; Inverse; probability; weighting; Empirical; process; Re-sampling (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (20)

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