Diagnostic tests for bias of estimating equations in weighted regression with missing covariates

Diagnostic tests for bias of estimating equations in weighted regression with missing covariates
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DOI:
10.2307/3316075
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发表时间:
2001-06-01
影响因子:
0.6
通讯作者:
Wang, SJ
Wang, SJ
中科院分区:
数学4区
文献类型:
--
作者:
Lei, SYC;Wang, SJ

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本文提出了两种检验方法,一种是参数检验,另一种是半参数检验,用于检验协变量部分缺失的加权回归模型中估计方程的偏倚。更一般地说,所提出的测试可以被认为是一个诊断工具的组合包的主要回归模型和缺失假设。在部分缺失协变量随机缺失的假设下,得到了这两个检验统计量的渐近零分布。一个小规模的模拟研究完成了这项工作。
The authors propose two tests, one parametric and the other semiparametric, for testing bias of estimating equations in weighted regression with partially missing covariates when the primary regression model is correctly specified. More generally, the proposed tests may be thought of as a diagnostic tool for the combined package of the primary regression model and the missingness assumptions. The asymptotic null distributions of the two test statistics are derived under the assumption of missingness at random for the partially missing covariates. A small scale simulation study completes the work.