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A goodness-of-fit test for a varying-coefficients model in longitudinal studies.
- Source :
-
Journal of Nonparametric Statistics . May2009, Vol. 21 Issue 4, p427-440. 14p. 1 Chart, 2 Graphs. - Publication Year :
- 2009
-
Abstract
- In this paper, we construct an empirical process-based test to examine the adequacy of a varying-coefficient model. A Monte Carlo approach is applied to approximate the null distribution of the test. Beyond the desired features that are shared by the existing empirical process-based tests, the Monte Carlo approximation makes the test self-invariant such that studentisation for the test statistic is not needed. Thus, the variance of residuals, as a studentising constant that is model dependent and may deteriorate the power of test, is no need to estimate. Simulations and an example are provided to illustrate our methodology. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10485252
- Volume :
- 21
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Journal of Nonparametric Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 37709462
- Full Text :
- https://doi.org/10.1080/10485250902721806