Robust inference in partially linear models with missing responses

Ana M. Bianco, Graciela Boente, Wenceslao González-Manteiga and Ana Pérez-González

Statistics & Probability Letters, 2015, vol. 97, issue C, 88-98

Abstract: We consider robust testing on the regression parameter of a partially linear regression model, where missing responses are allowed. We derive the asymptotic behavior of the proposed test statistic under the null and contiguous alternatives. A numerical study is performed.

Keywords: Kernel weights; Hypothesis testing; M-location functionals; Missing at random; Partly linear models; Robust estimation (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2014.11.004

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