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Robust inference in partially linear models with missing responses

Author

Listed:
  • Bianco, Ana M.
  • Boente, Graciela
  • González-Manteiga, Wenceslao
  • Pérez-González, Ana

Abstract

We consider robust testing on the regression parameter of a partially linear regression model, where missing responses are allowed. We derive the asymptotic behavior of the proposed test statistic under the null and contiguous alternatives. A numerical study is performed.

Suggested Citation

  • Bianco, Ana M. & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana, 2015. "Robust inference in partially linear models with missing responses," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 88-98.
    • Handle: RePEc:eee:stapro:v:97:y:2015:i:c:p:88-98
    DOI: 10.1016/j.spl.2014.11.004
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    References listed on IDEAS

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    1. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "Rejoinder on: 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 442-447, September.
    2. Bianco, Ana & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana, 2010. "Estimation of the marginal location under a partially linear model with missing responses," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 546-564, February.
    3. Wang, Qihua & Sun, Zhihua, 2007. "Estimation in partially linear models with missing responses at random," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1470-1493, August.
    4. 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.
    5. Ana Bianco & Graciela Boente & Elena Martínez, 2006. "Robust Tests in Semiparametric Partly Linear Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 435-450, September.
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    7. Bianco, Ana & Boente, Graciela, 2002. "On the asymptotic behavior of one-step estimates in heteroscedastic regression models," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 33-47, November.
    8. Ana Bianco & Graciela Boente & Wenceslao González-Manteiga & Ana Pérez-González, 2011. "Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 524-548, November.
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    12. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
    13. Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
    14. Hua Liang & Suojin Wang & Raymond J. Carroll, 2007. "Partially linear models with missing response variables and error-prone covariates," Biometrika, Biometrika Trust, vol. 94(1), pages 185-198.
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