Nonparametric checks for varying coefficient models with missing response at random

Wangli Xu and Xu Guo ()

Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 4, 459-482

Abstract: In this paper, we propose a test on the parametric form of the coefficient functions in the varying coefficient model with missing response. Two groups of completed data sets are constructed by using imputation and inverse probability weighting methods respectively. By noting that the coefficient part can be a regression function for a specific model, we construct two empirical process-based tests. The asymptotical distributions of the proposed tests under null and local alternative hypothesis are investigated respectively. Simulation study is carried out to show the power performance of the test. We illustrate the proposed approaches with an environmental data set. Copyright Springer-Verlag 2013

Keywords: Varying coefficient model; Missing response at random; Nonparametric Monte Carlo test (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00184-012-0399-3

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