Details

Autor(en) / Beteiligte

• Tian, Maozai
• Luo, Youxi
• Su, Yunan
• Fan, Yan
• Han, Junlin

Titel

LACK-OF-FIT TESTS BASED ON WEIGHTED RATIO OF RESIDUALS AND VARIANCES

Ist Teil von

• Journal of systems science and complexity, 2012-12, Vol.25 (6), p.1202-1214

Ort / Verlag

Beijing: Academy of Mathematics and Systems Science, Chinese Academy of Sciences

Erscheinungsjahr

2012

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• This article proposes a new lack-of-test based on the weighted ratio of residuals and variances for partially linear regression models. The large and small sampling properties of the proposed test are established. The testing procedure is illustrated via several examples. Simulation studies show that the testing procedures are powerful even in small samples. An application of the test to a real data set is presented.