Hypothesis Test for the Parameters of Linear Part in the Partial Linear EV Model

(整期优先)网络出版时间:2015-04-14
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Hypothesistestingfortheparametriccomponentinthepartiallinearerrors-in-variables(EV)regressionmodelsisdiscussedinthispaper.Basedonthecorrectedprofileleastsquareestimator,fiveteststatisticsareproposedandtheasymptoticnulldistributionsofthemarededuced.Simulationshavebeendonetoshowtheperformanceoftheseteststatisticsundernullandalternativehypothesis.