论文标题
基于Martingale差异的添加剂并发模型公式的新颖规范测试
Novel specification tests for additive concurrent model formulation based on martingale difference divergence
论文作者
论文摘要
提出了针对相当通用的加性并发模型公式提出的新型显着性测试，而无需模型，误差结构初步估计或使用调谐参数。利用Martingale差异差异系数，我们提出了新的测试，以测量所考虑的所有观察到的时间瞬间的并发模型框架中的条件平均独立性。特别是，引入了全局依赖测试，以量化一组协变量在响应中的影响以及应用协变量选择的部分依赖性测试。在每种情况下，都获得了它们的渐近分布，并提出了一个自举算法来计算其p值。这些新程序通过仿真研究和一些实际数据集进行测试。
Novel significance tests are proposed for the quite general additive concurrent model formulation without the need of model, error structure preliminary estimation or the use of tuning parameters. Making use of the martingale difference divergence coefficient, we propose new tests to measure the conditional mean independence in the concurrent model framework taking under consideration all observed time instants. In particular, global dependence tests to quantify the effect of a group of covariates in the response as well as partial ones to apply covariates selection are introduced. Their asymptotic distribution is obtained on each case and a bootstrap algorithm is proposed to compute its p-values in practice. These new procedures are tested by means of simulation studies and some real datasets analysis.
