File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: Some properties of A lack-of-fit test for a linear errors in variables model

TitleSome properties of A lack-of-fit test for a linear errors in variables model
Authors
KeywordsConditional expectation
Linear errors-in-variables model
Model checking
Weight score test
Issue Date2004
PublisherSpringer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/10255/
Citation
Acta Mathematicae Applicatae Sinica, 2004, v. 20 n. 4, p. 533-540 How to Cite?
AbstractThe relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary and sufficient condition for the equivalence. Therefore, testing for lack-of-fit in linear errors-in-variables model can be converted into testing for it in the corresponding ordinary linear model under normality assumption. A test of score type is constructed and the limiting chi-squared distribution is derived under the null hypothesis. Furthermore, we discuss the power of the test and the choice of the weight function involved in the test statistic. © Springer-Verlag 2004.
Persistent Identifierhttp://hdl.handle.net/10722/82799
ISSN
2015 Impact Factor: 0.25
2015 SCImago Journal Rankings: 0.220
References

 

DC FieldValueLanguage
dc.contributor.authorZhu, LXen_HK
dc.contributor.authorCui, HJen_HK
dc.contributor.authorNg, KWen_HK
dc.date.accessioned2010-09-06T08:33:33Z-
dc.date.available2010-09-06T08:33:33Z-
dc.date.issued2004en_HK
dc.identifier.citationActa Mathematicae Applicatae Sinica, 2004, v. 20 n. 4, p. 533-540en_HK
dc.identifier.issn0168-9673en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82799-
dc.description.abstractThe relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary and sufficient condition for the equivalence. Therefore, testing for lack-of-fit in linear errors-in-variables model can be converted into testing for it in the corresponding ordinary linear model under normality assumption. A test of score type is constructed and the limiting chi-squared distribution is derived under the null hypothesis. Furthermore, we discuss the power of the test and the choice of the weight function involved in the test statistic. © Springer-Verlag 2004.en_HK
dc.languageengen_HK
dc.publisherSpringer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/10255/en_HK
dc.relation.ispartofActa Mathematicae Applicatae Sinicaen_HK
dc.subjectConditional expectationen_HK
dc.subjectLinear errors-in-variables modelen_HK
dc.subjectModel checkingen_HK
dc.subjectWeight score testen_HK
dc.titleSome properties of A lack-of-fit test for a linear errors in variables modelen_HK
dc.typeArticleen_HK
dc.identifier.emailNg, KW: kaing@hkucc.hku.hken_HK
dc.identifier.authorityNg, KW=rp00765en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1007/s10255-004-0190-yen_HK
dc.identifier.scopuseid_2-s2.0-30744459644en_HK
dc.identifier.hkuros96506en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-30744459644&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume20en_HK
dc.identifier.issue4en_HK
dc.identifier.spage533en_HK
dc.identifier.epage540en_HK
dc.publisher.placeGermanyen_HK
dc.identifier.scopusauthoridZhu, LX=7404201068en_HK
dc.identifier.scopusauthoridCui, HJ=7201385510en_HK
dc.identifier.scopusauthoridNg, KW=7403178774en_HK
dc.identifier.citeulike640727-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats