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A Consistent Diagnostic Test For Regression Models Using Projections

Citations

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Cited by:

  1. Colling, Benjamin & Van Keilegom, Ingrid, 2016. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," LIDAM Discussion Papers ISBA 2016031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  2. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  3. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
  4. Carlos Escanciano, J., 2008. "Joint and marginal specification tests for conditional mean and variance models," Journal of Econometrics, Elsevier, vol. 143(1), pages 74-87, March.
  5. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers 1804, Department of Economics, Temple University.
  6. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, USI Università della Svizzera italiana.
  7. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
  8. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra.
  9. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
  10. Kloodt, Nick & Neumeyer, Natalie, 2020. "Specification tests in semiparametric transformation models — A multiplier bootstrap approach," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
  11. Lavergne, Pascal & Patilea, Valentin, 2008. "Breaking the curse of dimensionality in nonparametric testing," Journal of Econometrics, Elsevier, vol. 143(1), pages 103-122, March.
  12. Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," The School of Economics Discussion Paper Series 1115, Economics, The University of Manchester.
  13. Jun Zhang & Junpeng Zhu & Yan Zhou & Xia Cui & Tao Lu, 2020. "Multiplicative regression models with distortion measurement errors," Statistical Papers, Springer, vol. 61(5), pages 2031-2057, October.
  14. Francesco Bravo, 2014. "Varying coefficients partially linear models with randomly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 383-412, April.
  15. Conde-Amboage, Mercedes & Sánchez-Sellero, César & González-Manteiga, Wenceslao, 2015. "A lack-of-fit test for quantile regression models with high-dimensional covariates," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 128-138.
  16. Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019. "Specification tests for the propensity score," Journal of Econometrics, Elsevier, vol. 210(2), pages 379-404.
  17. Pascal Lavergne & Valentin Patilea, 2011. "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52, January.
  18. Xie, Chuanlong & Zhu, Lixing, 2019. "A goodness-of-fit test for variable-adjusted models," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 27-48.
  19. Colling, Benjamin & Van Keilegom, Ingrid, 2017. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 10-30.
  20. Chen, Feifei & Jiang, Qing & Feng, Zhenghui & Zhu, Lixing, 2020. "Model checks for functional linear regression models based on projected empirical processes," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  21. Juan Carlos Escanciano, 2010. "The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models," CAEPR Working Papers 2010-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  22. Zhang, Jun & Feng, Zhenghui & Zhou, Bu, 2014. "A revisit to correlation analysis for distortion measurement error data," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 116-129.
  23. Sun, Zhihua & Chen, Feifei & Zhou, Xiaohua & Zhang, Qingzhao, 2017. "Improved model checking methods for parametric models with responses missing at random," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 147-161.
  24. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
  25. Li, Lingzhu & Chiu, Sung Nok & Zhu, Lixing, 2019. "Model checking for regressions: An approach bridging between local smoothing and global smoothing methods," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 64-82.
  26. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 721-762, August.
  27. Pedro H. C. Sant'Anna & Xiaojun Song, 2020. "Specification tests for generalized propensity scores using double projections," Papers 2003.13803, arXiv.org.
  28. Wang, Xuexin, 2015. "A Note on Consistent Conditional Moment Tests," MPRA Paper 69005, University Library of Munich, Germany.
  29. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
  30. James Davidson & Andreea G. Halunga, 2013. "Consistent Model Specification Testing," Discussion Papers 1312, University of Exeter, Department of Economics.
  31. Jun Zhang & Xia Cui & Heng Peng, 2020. "Estimation and hypothesis test for partial linear single-index multiplicative models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 699-740, June.
  32. Hongtu Zhu & Joseph G. Ibrahim & Ming-Hui Chen, 2015. "Diagnostic measures for the Cox regression model with missing covariates," Biometrika, Biometrika Trust, vol. 102(4), pages 907-923.
  33. Pedro H. C. Sant'Anna & Xiaojun Song & Qi Xu, 2018. "Covariate Distribution Balance via Propensity Scores," Papers 1810.01370, arXiv.org, revised Apr 2020.
  34. Miguel A. Delgado & Juan Carlos Escanciano, 2013. "Conditional Stochastic Dominance Testing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 16-28, January.
  35. Hongtu Zhu & Joseph G. Ibrahim & Xiaoyan Shi, 2009. "Diagnostic Measures for Generalized Linear Models with Missing Covariates," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 686-712, December.
  36. Jun Zhang & Nanguang Zhou & Zipeng Sun & Gaorong Li & Zhenghong Wei, 2016. "Statistical inference on restricted partial linear regression models with partial distortion measurement errors," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 304-331, November.
  37. Chen, Tao & Tripathi, Gautam, 2017. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," Journal of Econometrics, Elsevier, vol. 198(1), pages 29-40.
  38. Pedro H. C. Sant'Anna, 2016. "Program Evaluation with Right-Censored Data," Papers 1604.02642, arXiv.org.
  39. Cuizhen Niu & Lixing Zhu, 2018. "A robust adaptive-to-model enhancement test for parametric single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1013-1045, October.
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