A projection-based consistent test incorporating dimension-reduction in partial linear models

DOI10.5705/SS.202019.0238zbMath1475.62172OpenAlexW3037118756MaRDI QIDQ5155197

Feifei Chen, David Ruppert, Hua Liang, Zhi-Hua Sun

Publication date: 6 October 2021

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202019.0238

zbMATH Keywords

projectionempirical processcurse of dimensionalitydimensionality reductionconsistent testintegrated conditional momentuncountable moments restriction

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Related Items (3)

Model diagnostics of parametric Tobit model based on cumulative residuals ⋮ Significance test for semiparametric conditional average treatment effects and other structural functions ⋮ Goodness-of-fit test for partial functional linear model with errors in scalar covariates

Uses Software

• SemiPar

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Consistent model specification tests
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
• Breaking the curse of dimensionality in nonparametric testing
• A simple consistent bootstrap test for a parametric regression function
• Comparing nonparametric versus parametric regression fits
• Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
• Nonparametric checks for single-index models
• CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
• Model checking in regression via dimension reduction
• Model diagnosis for parametric regression in high-dimensional spaces
• A Consistent Conditional Moment Test of Functional Form
• Asymptotic Theory of Integrated Conditional Moment Tests
• Semiparametric Regression
• Model Checks for Generalized Linear Models
• An Adaptive Estimation of Dimension Reduction Space
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Efficient semiparametric estimator for heteroscedastic partially linear models

This page was built for publication: A projection-based consistent test incorporating dimension-reduction in partial linear models