Goodness of fit in restricted measurement error models

JOURNAL OF MULTIVARIATE ANALYSIS

卷:145

Article

Cheng, C. -L.¹  Shalabh²  Garg, G.³ 

[1] Acad Sinica, Inst Stat Sci, Taipei 11529, Taiwan

[2] Indian Inst Technol, Dept Math & Stat, Kanpur 208016, Uttar Pradesh, India

[3] Indian Inst Management Lucknow, Decis Sci Area, Lucknow 226013, Uttar Pradesh, India

关键词: Coefficient of determination;    Goodness of fit;    Least squares estimator;    Linear equality constraint;    Measurement error;    Restricted regression;    Ultrastructural model;   

DOI  :  10.1016/j.jmva.2015.12.005

来源: Elsevier

【 摘 要 】

The restricted measurement error model is employed when certain study variables are not observable by direct measurement and if some information about the unknown regression coefficients is available a priori. In this study, we present a method for checking the goodness of fit in the restricted measurement error model. We obtain the goodness-of fit statistics based on the concept of coefficient of determination and their asymptotic distributions are derived. The results of simulations are also presented to demonstrate the finite sample behaviour of the estimators. (C) 2015 Elsevier Inc. All rights reserved.

【 授权许可】

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