Checking the adequacy of a partial linear model

A partial linear model is a model where the response variable depends on some covariates linearly and on others nonparametrically. In this article, we construct an empirical process-based test for examining the adequacy of partial linearity of model. A re-sampling approach, called random symmetrization (RS), is applied to obtain the approximation to the null distribution of the test. The procedure is easy to implement. A simulation study is carried out and application to an example is made.

[1]  R. L. Eubank,et al.  Testing Goodness-of-Fit in Regression Via Order Selection Criteria , 1992 .

[2]  E. Giné,et al.  Some Limit Theorems for Empirical Processes , 1984 .

[3]  Qi Li,et al.  CONSISTENT MODEL SPECIFICATION TESTS , 2000, Econometric Theory.

[4]  E. Mammen,et al.  Comparing Nonparametric Versus Parametric Regression Fits , 1993 .

[5]  Li-Xing Zhu,et al.  MODEL CHECKING OF DIMENSION-REDUCTION TYPE FOR REGRESSION , 2003 .

[6]  Sara van de Geer,et al.  Penalized quasi-likelihood estimation in partial linear models , 1997 .

[7]  조재현 Goodness of fit tests for parametric regression models , 2004 .

[8]  Winfried Stute,et al.  Bootstrap Approximations in Model Checks for Regression , 1998 .

[9]  Lixing Zhu,et al.  Model checks for regression: an innovation process approach , 1998 .

[10]  Winfried Stute,et al.  Nonparametric model checks for regression , 1997 .

[11]  J. Oliver,et al.  Spatial distribution of deep and shallow earthquakes of small magnitudes in the Fiji-Tonga region , 1969 .

[12]  Oliver Linton,et al.  Testing Additivity in Generalized Nonparametric Regression Models , 1995 .

[13]  P. Speckman Kernel smoothing in partial linear models , 1988 .

[14]  P. Gänssler Weak Convergence and Empirical Processes - A. W. van der Vaart; J. A. Wellner. , 1997 .

[15]  Jeffrey D. Hart,et al.  Nonparametric Smoothing and Lack-Of-Fit Tests , 1997 .

[16]  Jack Cuzick,et al.  Efficient Estimates in Semiparametric Additive Regression Models with Unknown Error Distribution , 1992 .

[17]  A. A. Weiss,et al.  Semiparametric estimates of the relation between weather and electricity sales , 1986 .

[18]  Adonis Yatchew,et al.  Nonparametric Regression Tests Based on Least Squares , 1992, Econometric Theory.

[19]  R. Dudley,et al.  Some Limit Theorems for Empirical Processes: Discussion of the Paper of Professors Gine and Zinn , 1984 .

[20]  Anton Schick,et al.  Root-n consistent estimation in partly linear regression models☆ , 1996 .

[21]  ADAPTIVE HYPOTHESIS TESTING USING WAVELETS BY V. G. SPOKOINY Weierstrass Institute for Applied Analysis and Stochastics and Institute for Information Transmission Problems , 1996 .

[22]  K. Fang,et al.  Asymptotics for kernel estimate of sliced inverse regression , 1996 .

[23]  D. Pollard,et al.  $U$-Processes: Rates of Convergence , 1987 .

[24]  Oliver Linton,et al.  Testing additivity in generalized nonparametric regression models with estimated parameters , 2001 .

[25]  Holger Dette,et al.  A consistent test for the functional form of a regression based on a difference of variance estimators , 1999 .

[26]  Lixing Zhu,et al.  RESAMPLING METHODS FOR HOMOGENEITY TESTS OF COVARIANCE MATRICES , 2002 .

[27]  Jon A. Wellner,et al.  Weak Convergence and Empirical Processes: With Applications to Statistics , 1996 .

[28]  D. Pollard Convergence of stochastic processes , 1984 .

[29]  Yoon-Jae Whang,et al.  Tests of specification for parametric and semiparametric models , 1993 .

[30]  Lixing Zhu,et al.  Heteroscedasticity checks for regression models , 2001 .

[31]  R. Dudley Central Limit Theorems for Empirical Measures , 1978 .