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- Publisher
- Springer Journals
- Copyright
- Copyright © 2012 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
- Subject
- Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics; Applications of Mathematics
- ISSN
- 0168-9673
- eISSN
- 1618-3932
- DOI
- 10.1007/s10255-012-0125-y
- Publisher site
- See Article on Publisher Site
Abstract
In this paper, we investigate the model checking problem for a general linear model with nonignorable missing covariates. We show that, without any parametric model assumption for the response probability, the least squares method yields consistent estimators for the linear model even if only the complete data are applied. This makes it feasible to propose two testing procedures for the corresponding model checking problem: a score type lack-of-fit test and a test based on the empirical process. The asymptotic properties of the test statistics are investigated. Both tests are shown to have asymptotic power 1 for local alternatives converging to the null at the rate n −r , 0 ≤ r < 1/2. Simulation results show that both tests perform satisfactorily.
Journal
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Dec 13, 2011