Partially linear single-index beta regression model and score test

JOURNAL OF MULTIVARIATE ANALYSIS

卷:103

Article

Zhao Weihua^1,3  Zhang Riquan^1,2  Huang Zhensheng⁴  Feng Jingyan² 

[1] E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China

[2] Shanxi Datong Univ, Dept Math, Datong 037009, Peoples R China

[3] Nantong Univ, Sch Sci, Nantong 226007, Peoples R China

[4] Hefei Univ Technol, Sch Math, Hefei 230009, Peoples R China

关键词: Partially linear single-index model;    Beta regression;    P-spline;    Penalized likelihood estimation;    Score test;   

DOI  :  10.1016/j.jmva.2011.06.013

来源: Elsevier

【 摘 要 】

An important model in handling the multivariate data is the partially linear single-index regression model with a very flexible distribution beta distribution, which is commonly used to model data restricted to some open intervals on the line. In this paper, the score test is extended to the partially linear single-index beta regression model. The penalized likelihood estimation based on P-spline is proposed. Based on the estimation, the score test statistics about varying dispersion parameter is given. Its asymptotical property is investigated. Both simulated examples are used to illustrate our proposed methods. (C) 2011 Elsevier Inc. All rights reserved.

【 授权许可】

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