On the Linearity Test based on CERES

• 발행기관: 한국자료분석학회
• 저자명: 오광식(Kwnagsik Oh) 김대학(Daehak Kim)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.8 No.5, 1657~1666쪽, 전체 10쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2006.10.30

영문 초록

Conditional Expectations and RESiduals(CERES) plots may be useful for obtaining an impression of curvature as a function of selected covariates x2 in regression problems in which the covariate vector x is partitioned as x^{ T } ``=``(x_{ 1 } ^{ T } ,x_{ 2 } ^{ T } ) In this paper, we consider the problem of checking the linearity of selected covariates x2 hrough the idea of smoothing of a CERES plot. A modified pseudo-likelihood ratio test statistic is derived as a ratio of quadratic forms. The distribution of this statistic is calculated numerically by using Johnson curves. Monte Carlo simulation is conducted to show the power of the test for small sample sizes.

목차

1. Introduction

2. CERES Plots

3. Testing Linearity

4. Simulation Study

5. Concluding Remarks

References

키워드

Linearity Test CERES plot LOESS Pseudo-likelihood Ratio Test Empirical power