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Statistica Sinica 13(2003), 763-781





CHECKING THE ADEQUACY OF A PARTIAL

LINEAR MODEL


Li-Xing Zhu and Kai W. Ng


Chinese Academy of Sciences and The University of Hong Kong


Abstract: A partial linear model is a model where the response variable depends on some covariates linearly and on others nonparametrically. In this article, we construct an empirical process-based test for examining the adequacy of partial linearity of model. A re-sampling approach, called random symmetrization (RS), is applied to obtain the approximation to the null distribution of the test. The procedure is easy to implement. A simulation study is carried out and application to an example is made.



Key words and phrases: Conditional distribution, empirical process, partially linear model, re-sampling.



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