Goodness-of-fit tests for censored regression based on artificial data points

• Wenceslao González Manteiga ^[1] ; César Sánchez Sellero ^[1] ; Cédric Heuchenne ^[2] ; Alessandro Beretta ^[2]
  1. [1] Universidade de Santiago de Compostela

     Universidade de Santiago de Compostela

     Santiago de Compostela, España

     
  2. [2] University of Liège

     University of Liège

     Arrondissement de Liège, Bélgica

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 29, Nº. 2, 2020, págs. 599-615
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • Suppose we have a location-scale regression model where the location is the conditional mean and the scale is the conditional standard deviation; the response is possibly right-censored, the covariate is fully observed, and the error is independent of the covariate. We propose new goodness-of-fit testing procedures for the conditional mean and variance based on an integrated regression function technique which uses artificial data points. We obtain the weak convergence of the resulting processes and study their finite sample behavior via simulations. Finally, we analyze a data set about unemployment in Galicia.