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Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

A goodness-of-fit test for a varying-coefficients model in longitudinal studies

Language

English

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. © 2009 Taylor & Francis.

Keywords

Empirical process, Monte Carlo approximation, Varying-coefficient longitudinal model

Publication Date

2009

Source Publication Title

Journal of Nonparametric Statistics

Volume

21

Issue

4

Start Page

427

End Page

440

Publisher

American Statistical Association

ISSN (print)

10485252

ISSN (electronic)

10290311

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