کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145968 1489675 2014 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Model checking in Tobit regression via nonparametric smoothing
ترجمه فارسی عنوان
چک کردن مدل در رگرسیون تبت با استفاده از صاف کردن غیر پارامتری؟
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
چکیده انگلیسی

This paper proposes a class of lack-of-fit tests for checking the adequacy of a presumed parametric form of the regression function in Tobit regression models. This class of tests is a weighted adaptation of the Zheng’s test for fitting a parametric regression model. The asymptotic null distributions of the underlying test statistics are shown to be normal. Moreover, the consistency of these tests against some fixed alternatives and asymptotic power against some local nonparametric alternatives are also derived. An optimal test within the proposed class of tests against a given sequence of nonparametric local alternatives is identified. A finite sample simulation shows some superiority of some of the proposed tests, compared to some of the existing tests.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 125, March 2014, Pages 36–49
نویسندگان
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