Model checking for parametric single-index models: a dimension reduction model-adaptive approach

DOI10.1111/RSSB.12147zbMATH Open1414.62131arXiv1405.2134OpenAlexW2189312858MaRDI QIDQ5378379FDOQ5378379

Authors: Xu Guo, Tao Wang, Li-Xing Zhu 

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Abstract: Local smoothing testing that is based on multivariate nonparametric regression estimation is one of the main model checking methodologies in the literature. However, relevant tests suffer from the typical curse of dimensionality resulting in slow convergence rates to their limits under the null hypotheses and less deviation from the null under alternatives. This problem leads tests to not well maintain the significance level and to be less sensitive to alternatives. In this paper, a dimension-reduction model-adaptive test is proposed for generalized linear models. The test behaves like a local smoothing test as if the model were univariate, and can be consistent against any global alternatives and can detect local alternatives distinct from the null at a fast rate that existing local smoothing tests can achieve only when the model is univariate. Simulations are carried out to examine the performance of our methodology. A real data analysis is conducted for illustration. The method can readily be extended to global smoothing methodology and other testing problems.

Full work available at URL: https://arxiv.org/abs/1405.2134

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zbMATH Keywords

dimension reductionmodel checkingmodel adaptationparametric single-index models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12)

Cited In (43)

• Testing conditional independence in casual inference for time series data
• Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction
• Dimension reduction regressions with measurement errors subject to additive distortion
• Partial linear single-index models with additive distortion measurement errors
• Exploring the constant coefficient of a single-index variation
• Adaptive-to-Model Hybrid of Tests for Regressions
• A goodness-of-fit test for variable-adjusted models
• Nonlinear regression models with single‐index heteroscedasticity
• Partial index additive models with additive distortion measurement errors
• A new Bayesian single index model with or without covariates missing at random
• Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
• A Review on Dimension-Reduction Based Tests For Regressions
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
• Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
• Nonparametric checks for single-index models
• Dimension reduction-based significance testing in nonparametric regression
• Consistent model checking procedures for parametric regressions with missing response
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• Model checking for parametric single-index models with massive datasets
• An adaptive-to-model test for partially parametric single-index models
• Model checking in regression via dimension reduction
• Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
• Statistical inference for linear regression models with additive distortion measurement errors
• Model checking for multiplicative linear regression models with mixed estimators
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
• High-dimensional single-index models with censored responses
• Dimensionality determination: a thresholding double ridge ratio approach
• A robust adaptive-to-model enhancement test for parametric single-index models
• Nonlinear regression models with general distortion measurement errors
• Estimation of the error distribution function for partial linear single-index models
• A test of U-type for goodness-of-fit in regression models through martingale difference divergence
• Title not available (Why is that?)
• Profile likelihood ratio tests for parameter inferences in generalised single-index models
• Estimation and variable selection for partial linear single-index distortion measurement errors models
• A minimum projected-distance test for parametric single-index Berkson models
• A new test for heteroscedasticity in single-index models
• Estimation and hypothesis test for single-index multiplicative models
• Model checking for parametric single-index quantile models
• Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
• Powerful nonparametric checks for parametric single-index quantile models with missing responses
• Detection of marginal heteroscedasticity for partial linear single-index models
• Adaptive-to-model checking for regressions with diverging number of predictors
• Model checks for functional linear regression models based on projected empirical processes

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