A goodness-of-fit test for a polynomial errors-in-variables model
Polynomial regression models with errors in variables are considered. A goodness-of-fit test is constructed, which is based on an adjusted least-squares estimator and modifies the test introduced by Zhu et al. for a linear structural model with normal distributions. In the present paper, the distrib...
Збережено в:
| Дата: | 2004 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2004
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| Назва видання: | Український математичний журнал |
| Теми: | |
| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/163638 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | A goodness-of-fit test for a polynomial errors-in-variables model / C.-L. Cheng, A.G. Kukush // Український математичний журнал. — 2004. — Т. 56, № 4. — С. 527–543. — Бібліогр.: 8 назв. — англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Резюме: | Polynomial regression models with errors in variables are considered. A goodness-of-fit test is constructed, which is based on an adjusted least-squares estimator and modifies the test introduced by Zhu et al. for a linear structural model with normal distributions. In the present paper, the distributions of errors are not necessarily normal. The proposed test is based on residuals, and it is asymptotically chi-squared under null hypothesis. We discuss the power of the test and the choice of an exponent in the exponential weight function involved in test statistics. |
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