A GOODNESS-OF-FIT TEST FOR SINGLE-INDEX MODELS
A GOODNESS-OF-FIT TEST FOR SINGLE-INDEX MODELS
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DOI：
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发表时间：
2004
影响因子：
1.4
通讯作者：
Yingcun Xia;Dixin Zhang
中科院分区：
文献类型：
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作者：
Yingcun Xia;Dixin Zhang
具有未知联系函数的单指数模型是一个已被广泛研究的广义线性模型。本文考虑了该模型的拟合优度检验。构建Cramer-von Mises检验，并使用bootstrap方法提供p值。非参数估计中的偏差问题用自助法解决。因此，我们不需要对链接函数进行欠平滑或过平滑。一些模拟报告和一些数据用于说明。
The single-index model with an unknown link function is a generalized lin- ear model that has been intensively investigated. This article considers a goodness- of-fit test for this model. Cramer-von Mises tests are constructed and the bootstrap method is used to provide pvalues. The problem of bias in nonparametric estima- tion is tackled by the bootstrap method. Therefore, we do not need to undersmooth or oversmooth the link function. Some simulations are reported and some data are used for illustration.