| Author: | Yang, Jin |
| Title: | Testing serial correlation in partially linear additive models |
| Degree: | M.Phil. |
| Year: | 2014 |
| Subject: | Linear models (Statistics) Hong Kong Polytechnic University -- Dissertations |
| Department: | Department of Applied Mathematics |
| Pages: | vii, 66 leaves : illustrations ; 30 cm |
| Language: | English |
| Abstract: | This thesis proposes procedures for testing serial correlation in the partially linear additive models without and with errors in variables, which include the partially linear models and additive models as their special cases. For the partially linear additive models without errors, an empirical-likelihood-based procedure is developed based on the profile least-squares method. It is shown that the proposed test statistic is asymptotically chi-square distributed under the null hypothesis of no serial correlation. Then the rejection region can be constructed using this result. It is noted that the procedures are not only for testing zero first-order serial correlation, but also for testing higher-order serial correlation. For the partially linear additive models with errors, the methods based on the profile least-squares is invalid because of the existence of the errors in variables. By a corrected profile least-squares approach, another empirical-likelihood-based procedure is developed. The asymptotic properties are investigated, based on which the rejection region can be easily constructed. Extensive simulation studies were conducted to assess the finite sample properties of the proposed procedures' sizes and powers. |
| Rights: | All rights reserved |
| Access: | open access |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| b27629545.pdf | For All Users | 996.17 kB | Adobe PDF | View/Open |
Copyright Undertaking
As a bona fide Library user, I declare that:
- I will abide by the rules and legal ordinances governing copyright regarding the use of the Database.
- I will use the Database for the purpose of my research or private study only and not for circulation or further reproduction or any other purpose.
- I agree to indemnify and hold the University harmless from and against any loss, damage, cost, liability or expenses arising from copyright infringement or unauthorized usage.
By downloading any item(s) listed above, you acknowledge that you have read and understood the copyright undertaking as stated above, and agree to be bound by all of its terms.
Please use this identifier to cite or link to this item:
https://theses.lib.polyu.edu.hk/handle/200/7753