IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v180y2023ics0167947322001967.html
   My bibliography  Save this article

Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models

Author

Listed:
  • Liu, Ran
  • Zhu, Lixing

Abstract

Checking the models about the ongoing Coronavirus Disease 2019 (COVID-19) pandemic is an important issue. Some famous ordinary differential equation (ODE) models, such as the SIR and SEIR models have been used to describe and predict the epidemic trend. Still, in many cases, only part of the equations can be observed. A test is suggested to check possibly partially observed ODE models with a fixed design sampling scheme. The asymptotic properties of the test under the null, global and local alternative hypotheses are presented. Two new propositions about U-statistics with varying kernels based on independent but non-identical data are derived as essential tools. Some simulation studies are conducted to examine the performances of the test. Based on the available public data, it is found that the SEIR model, for modeling the data of COVID-19 infective cases in certain periods in Japan and Algeria, respectively, maybe not be appropriate by applying the proposed test.

Suggested Citation

  • Liu, Ran & Zhu, Lixing, 2023. "Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
  • Handle: RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322001967
    DOI: 10.1016/j.csda.2022.107616
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947322001967
    Download Restriction: Full text for ScienceDirect subscribers only.

    File URL: https://libkey.io/10.1016/j.csda.2022.107616?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Itai Dattner, 2015. "A model-based initial guess for estimating parameters in systems of ordinary differential equations," Biometrics, The International Biometric Society, vol. 71(4), pages 1176-1184, December.
    2. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
    3. Fan, Yanqin & Li, Qi, 1996. "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms," Econometrica, Econometric Society, vol. 64(4), pages 865-890, July.
    4. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
    5. Fan, Yanqin & Li, Qi, 2000. "Consistent Model Specification Tests," Econometric Theory, Cambridge University Press, vol. 16(6), pages 1016-1041, December.
    6. Giles Hooker, 2009. "Forcing Function Diagnostics for Nonlinear Dynamics," Biometrics, The International Biometric Society, vol. 65(3), pages 928-936, September.
    7. Pascal Lavergne & Valentin Patilea, 2012. "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.
    8. Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, vol. 3(3), pages 1-31, September.
    2. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
    3. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    4. repec:ebl:ecbull:v:3:y:2005:i:11:p:1-10 is not listed on IDEAS
    5. Lavergne, Pascal, 2001. "An equality test across nonparametric regressions," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 307-344, July.
    6. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
    7. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(4), pages 614-632, August.
    8. Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
    9. Lin, Zhongjian & Li, Qi & Sun, Yiguo, 2014. "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 167-179.
    10. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
    11. Delgado, Miguel A. & Domínguez, Manuel A. & Lavergne, Pascal, 1998. "Asymptotic and bootstrap specification tests of nonlinear in variable econometric models," DES - Working Papers. Statistics and Econometrics. WS 4674, Universidad Carlos III de Madrid. Departamento de Estadística.
    12. Temel, Tugrul T., 2001. "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL 20600, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    13. Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
    14. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
    15. Jean-David Fermanian, 2003. "Goodness of Fit Tests for Copulas," Working Papers 2003-34, Center for Research in Economics and Statistics.
    16. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
    17. Junmin Liu & Deli Zhu & Luoyao Yu & Xuehu Zhu, 2023. "Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 232-262, March.
    18. Wang, Luya, 2022. "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, vol. 215(C).
    19. Hill Jonathan B., 2013. "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 121-139, April.
    20. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    21. Lavergne, Pascal & Patilea, Valentin, 2008. "Breaking the curse of dimensionality in nonparametric testing," Journal of Econometrics, Elsevier, vol. 143(1), pages 103-122, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322001967. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.