Testing for parametric component of partially linear models with missing covariates (Q2423188)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for parametric component of partially linear models with missing covariates |
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Testing for parametric component of partially linear models with missing covariates (English)
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21 June 2019
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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.
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partially linear model
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missing covariates
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restricted estimator
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Lagrange multiplier
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empirical likelihood ratio
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limiting distributions
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