Local and omnibus goodness‐of‐fit tests in classical measurement error models
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- Gerda Claeskens & Jeffrey Hart, 2009. "Rejoinder on: Goodness-of-fit tests in mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 265-270, August.
- Peter Hall & Yanyuan Ma, 2007. "Semiparametric estimators of functional measurement error models with unknown error," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(3), pages 429-446, June.
- Anastasios A. Tsiatis & Yanyuan Ma, 2004. "Locally efficient semiparametric estimators for functional measurement error models," Biometrika, Biometrika Trust, vol. 91(4), pages 835-848, December.
- Ma, Yanyuan & Genton, Marc G. & Tsiatis, Anastasios A., 2005. "Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 980-989, September.
- Yanyuan Ma & Marc G. Genton, 2010. "Explicit estimating equations for semiparametric generalized linear latent variable models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(4), pages 475-495, September.
- Gerda Claeskens & Jeffrey Hart, 2009. "Goodness-of-fit tests in mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 213-239, August.
- Ma, Yanyuan & Carroll, Raymond J., 2006. "Locally Efficient Estimators for Semiparametric Models With Measurement Error," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1465-1474, December.
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Cited by:
- Jingxuan Luo & Lili Yue & Gaorong Li, 2023. "Overview of High-Dimensional Measurement Error Regression Models," Mathematics, MDPI, vol. 11(14), pages 1-22, July.
- Otsu, Taisuke & Taylor, Luke, 2021.
"Specification Testing For Errors-In-Variables Models,"
Econometric Theory, Cambridge University Press, vol. 37(4), pages 747-768, August.
- Taisuke Otsu & Luke Taylor, 2016. "Specification testing for errors-in-variables models," STICERD - Econometrics Paper Series /2015/586, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Otsu, Taisuke & Taylor, Luke, 2020. "Specification testing for errors-in-variables models," LSE Research Online Documents on Economics 102690, London School of Economics and Political Science, LSE Library.
- Huang, Zhensheng & Pang, Zhen & Hu, Tao, 2013. "Testing structural change in partially linear single-index models with error-prone linear covariates," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 121-133.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
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Keywords
Efficient estimation ; Efficient testing ; Errors in variables ; Goodness‐of‐fit tests ; Local alternatives ; Measurement error ; Score testing ; Semiparametric models ;All these keywords.
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