2004年, 第20卷, 第4期　刊出日期：2006-02-22

  

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  Some Properties of A Lack-of-Fit Test for a Linear Errors in Variables Model

  应用数学学报(英文版). 2004, 20(4): 533-540.

  摘要 ( ) PDF全文 ( )   可视化   收藏

  The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary and sufficient condition for the equivalence. Therefore, testing for lack-of-fit in linear errors-in-variables model can be converted into testing for it in the corresponding ordinary linear model under normality assumption. A test of score type is constructed and the limiting chi-squared distribution is derived under the null hypothesis. Furthermore, we discuss the power of the test and the choice of the weight function involved in the test statistic.
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  Some Properties of A Lack-of-Fit Test for a Linear Errors in Variables Model

  Li-xing Zhu, Heng-jian Cui, K.W. Ng

  应用数学学报(英文版). 2004, 20(4): 533-540.

  摘要 ( ) PDF全文 ( )   可视化   收藏

  The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary and sufficient condition for the equivalence. Therefore, testing for lack-of-fit in linear errors-in-variables model can be converted into testing for it in the corresponding ordinary linear model under normality assumption. A test of score type is constructed and the limiting chi-squared distribution is derived under the null hypothesis. Furthermore, we discuss the power of the test and the choice of the weight function involved in the test statistic.