Testing for parametric component of partially linear models with missing covariates (Q2423188): Difference between revisions

The testing problem of partially linear models with missing covariates is the main topic of this paper. Two test statistics are given to test the linear constraints: based on the Lagrange multiplier and the empirical likelihood methods. The limiting distributions of the resulting test statistics are both standard chi-squared distributions under the null hypothesis. Several examples are given to illustrate the application of these tests in practice.