کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146336 | 1489688 | 2012 | 13 صفحه PDF | دانلود رایگان |

Regression models are commonly used to model the relationship between responses and covariates. For testing the error distribution, some classical test statistics such as Kolmogorov–Smirnov test and Cramér–von-Mises test suffer from the complicated limiting distribution due to the plug-in estimate for the unknown parameters. Hence some ad hoc procedure such as bootstrap method is needed to obtain critical points. Recently, Khmaladze and Koul (2004) [7] have proposed an asymptotically distribution free test via some Martingale transforms. However, the calculation of such a test becomes quite involved, which usually requires numeric integration when the Cramér–von-Mises type of test is employed. In this paper we propose a novel jackknife empirical likelihood method which is easy to compute and has a chi-square limit so that critical values are ready at hand. A simulation study confirms that the new test has an accurate size and is powerful too.
Journal: Journal of Multivariate Analysis - Volume 112, November 2012, Pages 63–75