1. Testing distribution for multiplicative distortion measurement errors.
- Author
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Cui, Leyi, Zhou, Yue, Zhang, Jun, and Yang, Yiping
- Abstract
Abstract.In this article, we study a goodness of fit test for a multiplicative distortion model under a uniformly distributed but unobserved random variable. The unobservable variable is distorted in a multiplicative fashion by an observed confounding variable. The proposed
k -th power test statistic is based on logarithmic transformed observations and a correlation coefficient-based estimator without distortion measurement errors. The proper choice ofk is discussed through the empirical coverage probabilities. The asymptotic null distribution of the test statistics are obtained with known asymptotic variances. Next, we proposed the conditional mean calibrated test statistic when a variable is distorted in a multiplicative fashion. We conduct Monte Carlo simulation experiments to examine the performance of the proposed test statistics. [ABSTRACT FROM AUTHOR]- Published
- 2024
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