A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

DOI10.1017/s0266466606060506zbMath1170.62318OpenAlexW2129964859MaRDI QIDQ91783

J. Carlos Escanciano, Juan Carlos Escanciano

Publication date: 3 November 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466606060506

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (77)

Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs ⋮ An adaptive-to-model test for partially parametric single-index models ⋮ Projection correlation between scalar and vector variables and its use in feature screening with multi-response data ⋮ Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction ⋮ A new nonparametric extension of ANOVA via projection mean variance measure ⋮ Power Analysis of Projection-Pursuit Independence Tests ⋮ A non-parametric test for comparing conditional ROC curves ⋮ Model diagnostics of parametric Tobit model based on cumulative residuals ⋮ Joint and marginal specification tests for conditional mean and variance models ⋮ Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Testing semiparametric conditional moment restrictions using conditional martingale transforms ⋮ Statistical inference on restricted linear regression models with partial distortion measurement errors ⋮ Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable ⋮ Consistent test for parametric models with right-censored data using projections ⋮ A lack-of-fit test for quantile regression models with high-dimensional covariates ⋮ Goodness-of-fit tests in semiparametric transformation models using the integrated regression function ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction ⋮ Partially linear varying coefficient models with missing at random responses ⋮ A revisit to correlation analysis for distortion measurement error data ⋮ Estimation and hypothesis test for partial linear single-index multiplicative models ⋮ Specification testing with estimated variables ⋮ A goodness-of-fit test for variable-adjusted models ⋮ Model checking for regressions: an approach bridging between local smoothing and global smoothing methods ⋮ Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances ⋮ Statistical inference on restricted partial linear regression models with partial distortion measurement errors ⋮ Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets ⋮ Nonlinear regression models with general distortion measurement errors ⋮ Goodness-of-fit test for partial functional linear model with errors in scalar covariates ⋮ Kernel density estimation for multiplicative distortion measurement regression models ⋮ A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression ⋮ Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Model checking for multiplicative linear regression models with mixed estimators ⋮ Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors ⋮ A Review on Dimension-Reduction Based Tests For Regressions ⋮ Multiplicative regression models with distortion measurement errors ⋮ On a projection-based class of uniformity tests on the hypersphere ⋮ Regression function comparison for paired data ⋮ Integrated conditional moment test for partially linear single index models incorporating dimension-reduction ⋮ Optimal linear instrumental variables approximations ⋮ Nonlinear measurement error models subject to additive distortion ⋮ INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS ⋮ Statistical inference on partial linear additive models with distortion measurement errors ⋮ Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes ⋮ ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ⋮ Goodness-of-fit Tests for Functional Linear Models Based on Integrated Projections ⋮ Distance-covariance-based tests for heteroscedasticity in nonlinear regressions ⋮ A projection-based consistent test incorporating dimension-reduction in partial linear models ⋮ Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models ⋮ Nonlinear measurement errors models subject to partial linear additive distortion ⋮ Robust multivariate nonparametric tests via projection averaging ⋮ Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications ⋮ Testing single-index restrictions with a focus on average derivatives ⋮ TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS ⋮ Breaking the curse of dimensionality in nonparametric testing ⋮ SpeTestNP ⋮ Projection-based consistent test for linear regression model with missing response and covariates ⋮ A robust adaptive-to-model enhancement test for parametric single-index models ⋮ Improved model checking methods for parametric models with responses missing at random ⋮ Model checks for functional linear regression models based on projected empirical processes ⋮ Specification tests for the propensity score ⋮ A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models ⋮ Diagnostic Measures for Generalized Linear Models with Missing Covariates ⋮ Varying coefficients partially linear models with randomly censored data ⋮ Martingale-difference-divergence-based tests for goodness-of-fit in quantile models ⋮ Model checks for nonparametric regression with missing data: a comparative study ⋮ Specification tests in semiparametric transformation models --- a multiplier bootstrap approach ⋮ Bayesian random projection-based signal detection for Gaussian scale space random fields ⋮ Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model ⋮ Goodness-of-fit tests for quantile regression with missing responses ⋮ Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable ⋮ Adaptive-to-model checking for regressions with diverging number of predictors ⋮ Projection quantile correlation and its use in high-dimensional grouped variable screening ⋮ A Projection-Based Nonparametric Test of Conditional Quantile Independence ⋮ Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

Cites Work

• Consistent model specification tests
• A consistent test of functional form via nonparametric estimation techniques
• Weak convergence of a self-consistent estimator of the survival function with doubly censored data
• On the performance of nonparametric specification tests in regression models
• Testing goodness-of-fit in regression via order selection criteria
• Consistent model specification tests for time series econometric models
• Comparing nonparametric versus parametric regression fits
• Nonparametric model checks for regression
• Minimum distance regression model checking
• Testing conditional moment restrictions
• Consistent bootstrap tests of parametric regression functions
• Nonparametric model checks for time series
• Jackknife, bootstrap and other resampling methods in regression analysis
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
• Bootstrap and wild bootstrap for high dimensional linear models
• Data-driven rate-optimal specification testing in regression models
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Bootstrap Approximations in Model Checks for Regression
• A Consistent Conditional Moment Test of Functional Form
• Asymptotic Theory of Integrated Conditional Moment Tests
• Model Checks for Generalized Linear Models
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• Semiparametric Estimation of Index Coefficients
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Estimation of Models Defined by Conditional Moment Restrictions
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
• Generalization of the Theorem of Glivenko-Cantelli

This page was built for publication: A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS