Testing the suitability of polynomial models in errors-in-variables problems

Peter Hall, Yanyuan Ma

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

A low-degree polynomial model for a response curve is used commonly in practice. It generally incorporates a linear or quadratic function of the covariate. In this paper we suggest methods for testing the goodness of fit of a general polynomial model when there are errors in the covariates. There, the true covariates are not directly observed, and conventional bootstrap methods for testing are not applicable. We develop a new approach, in which deconvolution methods are used to estimate the distribution of the covariates under the null hypothesis, and a "wild" or moment-matching bootstrap argument is employed to estimate the distribution of the experimental errors (distinct from the distribution of the errors in covariates). Most of our attention is directed at the case where the distribution of the errors in covariates is known, although we also discuss methods for estimation and testing when the covariate error distribution is estimated. No assumptions are made about the distribution of experimental error, and, in particular, we depart substantially from conventional parametric models for errors-in-variables problems.

Original languageEnglish (US)
Pages (from-to)2620-2638
Number of pages19
JournalAnnals of Statistics
Volume35
Issue number6
DOIs
StatePublished - Dec 1 2007

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Errors in Variables
Polynomial Model
Covariates
Testing
Moment Matching
Bootstrap Method
Deconvolution
Goodness of fit
Polynomials
Errors in variables
Parametric Model
Quadratic Function
Null hypothesis
Linear Function
Estimate
Bootstrap
Distinct
Curve

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

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Testing the suitability of polynomial models in errors-in-variables problems. / Hall, Peter; Ma, Yanyuan.

In: Annals of Statistics, Vol. 35, No. 6, 01.12.2007, p. 2620-2638.

Research output: Contribution to journalArticle

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