简介:Thispaperdealswithestimationandtestproceduresforrestrictedlinearerrors-invariables(EV)modelswithnonignorablemissingcovariates.Wedeveloparestrictedweightedcorrectedleastsquares(WCLS)estimatorbasedonthepropensityscore,whichisfittedbyanexponentiallytiltedlikelihoodmethod.Thelimitingdistributionsoftheproposedestimatorsarediscussedwhentiltedparameterisknownorunknown.Totestthevalidityoftheconstraints,weconstructtwotestproceduresbasedoncorrectedresidualsumofsquaresandempiricallikelihoodmethodandderivetheirasymptoticproperties.Numericalstudiesareconductedtoexaminethefinitesampleperformanceofourproposedmethods.
简介:Hypothesistestingfortheparametriccomponentinthepartiallinearerrors-in-variables(EV)regressionmodelsisdiscussedinthispaper.Basedonthecorrectedprofileleastsquareestimator,fiveteststatisticsareproposedandtheasymptoticnulldistributionsofthemarededuced.Simulationshavebeendonetoshowtheperformanceoftheseteststatisticsundernullandalternativehypothesis.
简介:RecentlyR.S.SinghhasstudiedtheempiricalBayes(EB)estimationinamultiplelinearregressionmodel.InthispaperweconsidertheEBtestofregressioncoefficientβforthismodel.WeworkouttheEBtestdecisionrulebyusingkernelestimationofmultivariatedensityfunctionanditsfirstorderpartialderivatives.Weobtainitsasymptoticallyoptimal(a.o.)propertyundertheconditionE||β||1<∞.ItisshownthattbeconvergenceratesofthisEBtestdecisionruleareO(n-(r-1)λ/p+r)undertheconditionE||β||pr/2-λ<∞.whereanintegerr>l,0
简介:Inthispaper,wedevotetoconstructingtheone-sidedempiricalBayes(EB)testforthelocationparameterintheGammadistributionbynonparametricmethod.Undersomemildconditions,weprovethattheEBtestisasymptoticallyoptimalwiththerateoftheorderO(n-δs/2s+1),where1/2≦δ<1ands>1isagivennaturalnumber.Anexampleisalsogiventoillustratethattheconditionsofthemaintheoremsareeasilysatisfied.