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A goodness-of-fit test for variable-adjusted models

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  • Xie, Chuanlong
  • Zhu, Lixing

Abstract

This research provides a projection-based test to check parametric single-index regression structure in variable-adjusted models. An adaptive-to-model strategy is employed, which makes the proposed test work better on the significance level maintenance and more powerful than existing tests. With mild conditions, the proposed test asymptotically behaves like a test that is for classical regression setup without distortion errors in observations. Numerical studies with simulated and real data are conducted to examine the performance of the test in finite sample scenarios.

Suggested Citation

  • Xie, Chuanlong & Zhu, Lixing, 2019. "A goodness-of-fit test for variable-adjusted models," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 27-48.
    • Handle: RePEc:eee:csdana:v:138:y:2019:i:c:p:27-48
    DOI: 10.1016/j.csda.2019.01.018
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    References listed on IDEAS

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    2. Zhihua Sun & Dongshan Luo & Xiaohua Zhou & Qingzhao Zhang, 2021. "Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable," Statistical Papers, Springer, vol. 62(4), pages 1723-1751, August.
    3. Jun Zhang, 2021. "Estimation and variable selection for partial linear single-index distortion measurement errors models," Statistical Papers, Springer, vol. 62(2), pages 887-913, April.

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