Empirical likelihood based testing for regression
نویسندگان
چکیده
منابع مشابه
Empirical likelihood based testing for regression
Abstract: Consider a random vector (X, Y ) and let m(x) = E(Y |X = x). We are interested in testing H0 : m ∈ MΘ,G = {γ(·, θ, g) : θ ∈ Θ, g ∈ G} for some known function γ, some compact set Θ ⊂ IR and some function set G of real valued functions. Specific examples of this general hypothesis include testing for a parametric regression model, a generalized linear model, a partial linear model, a si...
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Author Contact: Lauren Dong, Statistics Canada; e-mail: [email protected]; FAX: (613) 951-3292 David Giles*, Dept. of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, B.C., Canada V8W 2Y2; e-mail: [email protected]; FAX: (250) 721-6214 * Corresponding co-author Abstract The empirical likelihood ratio (ELR) test for the problem of testing for normality in a linear regressi...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2008
ISSN: 1935-7524
DOI: 10.1214/07-ejs152