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dc.contributor.authorKeilegom, Ingrid van
dc.contributor.authorSánchez Sellero, César Andrés
dc.contributor.authorGonzález Manteiga, Wenceslao
dc.date.accessioned2019-04-09T08:24:57Z
dc.date.available2019-04-09T08:24:57Z
dc.date.issued2008
dc.identifier.citationVan Keilegom, Ingrid; Sánchez Sellero, César; González Manteiga, Wenceslao. Empirical likelihood based testing for regression. Electron. J. Statist. 2 (2008), 581-604. doi:10.1214/07-EJS152
dc.identifier.urihttp://hdl.handle.net/10347/18567
dc.description.abstractConsider a random vector (X, Y ) and let m(x) = E(Y |X = x). We are interested in testing H0 : m ∈ MΘ,G = {γ(·, θ, g) : θ ∈ Θ, g ∈ G} for some known function γ, some compact set Θ ⊂ IRp and some function set G of real valued functions. Specific examples of this general hypothesis include testing for a parametric regression model, a generalized linear model, a partial linear model, a single index model, but also the selection of explanatory variables can be considered as a special case of this hypothesis. To test this null hypothesis, we make use of the so-called marked empirical process introduced by and studied by for the particular case of parametric regression, in combination with the modern technique of empirical likelihood theory in order to obtain a powerful testing procedure. The asymptotic validity of the proposed test is established, and its finite sample performance is compared with other existing tests by means of a simulation study To test this null hypothesis, we make use of the so-called marked empirical process introduced by [4] and studied by [16] for the particular case of parametric regression, in combination with the modern technique of empirical likelihood theory in order to obtain a powerful testing procedure. The asymptotic validity of the proposed test is established, and its finite sample performance is compared with other existing tests by means of a simulation study
dc.description.sponsorshipFinancial support from IAP research networks nr. P5/24 and P6/03 of the Belgian government (Belgian Science Policy) is gratefully acknowledged. Financial support from the Spanish Ministry of Science and Technology (with additional European FEDER support) through project MTM2005-00820
dc.language.isoeng
dc.publisherThe Institute of Mathematical Statistics
dc.publisherThe Bernoulli Society
dc.rightsAtribución 4.0 Internacional
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subjectMarked empirical process
dc.subjectModel check for regression
dc.subjectNonlinear regression
dc.subjectPartial linear model
dc.subjectResiduals
dc.titleEmpirical likelihood based testing for regression
dc.typeinfo:eu-repo/semantics/article
dc.identifier.DOI10.1214/07-EJS152
dc.relation.publisherversionhttps://doi.org/10.1214/07-EJS152
dc.type.versioninfo:eu-repo/semantics/publishedVersion
dc.identifier.e-issn1935-7524
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.contributor.affiliationUniversidade de Santiago de Compostela. Departamento de Estatística, Análise Matemática e Optimización
dc.description.peerreviewedSI


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