Testing regression models with selection-biased data

J. Ojeda (), W. González-Manteiga () and J. Cristóbal ()

Annals of the Institute of Statistical Mathematics, 2015, vol. 67, issue 3, 436 pages

Abstract: In this paper, we study integrated regression techniques to check the adequacy of a given model in the context of selection-biased observations. We introduce integrated regression in this setting, providing not only a suitable statistic for enabling a model checking test, but also a bootstrap distributional approximation to carry out the test. We also address the behaviour of the test under different alternatives showing that this behaviour is asymptotically the same for both selection-biased and non selection-biased data. The technique is illustrated with a simulation study and a data analysis based on a real situation that shows the performance of the method and how selection bias affect both estimation and inference. Copyright The Institute of Statistical Mathematics, Tokyo 2015

Keywords: Bootstrap; Goodness of fit; Integrated regression; Selection-biased data; Marked empirical process (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s10463-014-0463-z (text/html)
Access to full text is restricted to subscribers.

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:spr:aistmt:v:67:y:2015:i:3:p:411-436

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/s10463-014-0463-z

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().