Meintanis, Simos and Einbeck, Jochen (2013) 'Validation tests for semi-parametric models.', Journal of statistical computation and simulation., 85 (1). pp. 131-146.
Tests are proposed for validation of the hypothesis that a partial linear regression model adequately describes the structure of a given data set. The test statistics are formulated following the approach of Fourier-type conditional expectations first suggested by Bierens [Consistent model specification tests. J Econometr. 1982;20:105–134]. The proposed procedures are computationally convenient, and under fairly mild conditions lead to consistent tests. Corresponding bootstrap versions are compared with alternative procedures for a wide selection of different estimators of the underlying partial linear model.
|Additional Information:||Special Issue: Includes the Special Issue: Selected Papers from the 46th Statistical Computing Conference, 20-23 July 2013, Reisenberg, Germany.|
|Keywords:||Semi-linear model, Goodness-of-fit test, Empirical characteristic function, Bootstrap test.|
|Full text:||(AM) Accepted Manuscript|
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|Publisher Web site:||http://dx.doi.org/10.1080/00949655.2013.806922|
|Publisher statement:||This is an Accepted Manuscript of an article published by Taylor & Francis Group in Journal of Statistical Computation and Simulation on 18/06/2013, available online at: http://www.tandfonline.com/10.1080/00949655.2013.806922.|
|Record Created:||15 Apr 2014 16:05|
|Last Modified:||15 Oct 2014 13:59|
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