Nonparametric checks for varying coefficient models with missing response at random |
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Authors: | Wangli Xu Xu Guo |
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Institution: | 1. Center for Applied Statistics, School of Statistics, Renmin University of China, Beijing, China 2. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
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Abstract: | In this paper, we propose a test on the parametric form of the coefficient functions in the varying coefficient model with missing response. Two groups of completed data sets are constructed by using imputation and inverse probability weighting methods respectively. By noting that the coefficient part can be a regression function for a specific model, we construct two empirical process-based tests. The asymptotical distributions of the proposed tests under null and local alternative hypothesis are investigated respectively. Simulation study is carried out to show the power performance of the test. We illustrate the proposed approaches with an environmental data set. |
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