Title
Model checking for general linear regression with nonignorable missing response
Abstract
Model checking for the general linear regression model with nonignorable missing response is studied. Based on an exponential tilting model, two estimators are proposed for the unknown parameter in the regression model. Then, two empirical-process-based tests are constructed. The asymptotic properties of the proposed tests are investigated under the null and local alternative hypotheses in different scenarios. It is found that the two tests perform identically in the asymptotic sense. In addition, a nonparametric Monte Carlo test procedure is performed to obtain the critical values. Further, simulation studies are conducted to assess the performance of the proposed tests and compare them with other possible approaches. Finally, a real data set is analyzed for illustration.
Year
DOI
Venue
2019
10.1016/j.csda.2019.03.009
Computational Statistics & Data Analysis
Keywords
Field
DocType
Inverse probability weighting,Nonignorable missing response,Model checking
Alternative hypothesis,Inverse probability weighting,Model checking,Regression analysis,Nonparametric statistics,Monte carlo test,Statistics,Mathematics,Linear regression,Estimator
Journal
Volume
ISSN
Citations 
138
0167-9473
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Xu Guo165.09
Lianlian Song200.34
Yun Fang333.35
Lixing Zhu411634.41