Consistent specification test for partially linear models with the k-nearest-neighbor method

Wang Wenju; Wang Qiao

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Consistent specification test for partially linear models with the k-nearest-neighbor method

机译：使用k最近邻法对部分线性模型进行一致性规范测试

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摘要

This study proposes a consistent test for the partially linear model based on the k-nearest-neighbor estimation method. The test statistic has an asymptotic normal distribution under the null hypothesis and diverges to positive infinity when the null hypothesis is false. Simulations show that the estimated power of the proposed test is better than that of the kernel method when the data have heavy tails. (C) 2019 Elsevier B.V. All rights reserved.

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来源
《Economics letters》 |2019年第4期|89-93|共5页
作者
Wang Wenju; Wang Qiao;
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作者单位

Beijing WuZi Univ, Sch Econ, Beijing, Peoples R China;

Capital Univ Econ & Business, Sch Econ, Beijing, Peoples R China;

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原文格式 PDF
正文语种 eng
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关键词
Partially linear model; k-nearest-neighbor; Consistent test;

机译：部分线性模型;k近邻;一致性检验;

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专利

1. Consistent specification test for partially linear models with the k-nearest-neighbor method [J] . Wang Wenju, Wang Qiao Economics letters . 2019,第Apra期

机译：具有K-Cirelte邻近方法的部分线性模型的一致规范测试
2. Consistent model specification tests based on k-nearest-neighbor estimation method [J] . Li Hongjun, Li Qi, Liu Ruixuan Journal of Econometrics . 2016,第1期

机译：基于k最近邻估计方法的一致性模型规范测试
3. Consistent specification tests for semiparametriconparametric models based on series estimation methods [J] . Qi Li, Cheng Hsiao, Joel Zinn Journal of Econometrics . 2003,第2期

机译：基于序列估计方法的半参数/非参数模型的一致性规范测试
4. Model-based system interaction specification meets virtual reality prototyping methods within a holistic consistent HMI development process [C] . Seehaus Timo FISITA world automotive congress . 2008

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5. SPECIFICATION ANALYSIS AND CONSISTENT ESTIMATION FOR MODELS OF MARKETS IN DISEQUILIBRIUM (IDENTIFIABILITY, NONLINEAR REGRESSION, MIXTURE MODEL, MOMENT GENERATING FUNCTION). [D] . LEE, RAY-SHINE. 1986

机译：不平衡市场模型的规格分析和一致估计（可识别性，非线性回归，混合模型，矩生成函数）。
6. NEW EFFICIENT ESTIMATION AND VARIABLE SELECTION METHODS FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS [O] . Bo Kai, Runze Li, Hui Zou -1

机译：新型高效估计及变量选择方法的半参变系数部分线性模型
7. Specification tests for partially identified models defined by moment inequalities [O] . Bugni Federico, Canay Ivan, Shi Xiaoxia 2014

机译：由力矩不等式定义的部分识别模型的规范测试

Consistent specification test for partially linear models with the k-nearest-neighbor method

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