Model Checking Techniques for Assessing Functional Form Specifications in Censored Linear Regression Models.
Model Checking Techniques for Assessing Functional Form Specifications in Censored Linear Regression Models.
复制标题
DOI：
10.5705/ss.2010.109
复制
发表时间：
2012-04-01
影响因子：
1.4
通讯作者：
Cai T
中科院分区：
文献类型：
--
作者：
León LF;Cai T
In this paper we develop model checking techniques for assessing functional form specifications of covariates in censored linear regression models. These procedures are based on a censored data analog to taking cumulative sums of “robust” residuals over the space of the covariate under investigation. These cumulative sums are formed by integrating certain Kaplan-Meier estimators and may be viewed as “robust” censored data analogs to the processes considered by. The null distributions of these stochastic processes can be approximated by the distributions of certain zero-mean Gaussian processes whose realizations can be generated by computer simulation. Each observed process can then be graphically compared with a few realizations from the Gaussian process. We also develop formal test statistics for numerical comparison. Such comparisons enable one to assess objectively whether an apparent trend seen in a residual plot reects model misspecification or natural variation. We illustrate the methods with a well known dataset. In addition, we examine the finite sample performance of the proposed test statistics in simulation experiments. In our simulation experiments, the proposed test statistics have good power of detecting misspecification while at the same time controlling the size of the test.
登录
查看更多内容
影响因子：
1.9
作者：
LAGAKOS, SW;SCHOENFELD, DA
通讯作者：
SCHOENFELD, DA
影响因子：
2.5
作者：
COOK, RD
通讯作者：
COOK, RD
影响因子：
6.1
作者：
Horowitz, JL
通讯作者：
Horowitz, JL
影响因子：
4.5
作者：
KOUL, H;SUSARLA, V;VANRYZIN, J
通讯作者：
VANRYZIN, J
影响因子：
1.9
作者：
León, LF;Tsai, CL
通讯作者：
Tsai, CL