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Activity Number:
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110
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2007 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #310123 |
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Title:
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A Lack-of-Fit Test for Partially Linear Models
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Author(s):
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Chin-Shang Li*+
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Companies:
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St. Jude Children's Research Hospital
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Address:
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Department of Biostatistics, Memphis, TN, 38105,
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Keywords:
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B-splines ; Wald-type test
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Abstract:
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The nonparametric component of a partially linear model is parameterized by a linear combination of fixed knot cubic B-splines. The estimators of the model parameters are estimated by minimizing the penalized least-squares criterion. A Wald-type test based on the proposed estimation method is proposed for assessing the linearity of the nonparametric component. The finite-sample property of the proposed test is illustrated, and the power performance of the test is studied through simulations.
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