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Model checking for general linear regression with nonignorable missing response

Author:
Guo, Xu, Song, Lianlian, Fang, Yun, Zhu, Lixing
Source:
Computational statistics & data analysis 2019 v.138 pp. 1-12
ISSN:
0167-9473
Subject:
data collection, models, regression analysis
Abstract:
Model checking for the general linear regression model with nonignorable missing response is studied. Based on an exponential tilting model, two estimators are proposed for the unknown parameter in the regression model. Then, two empirical-process-based tests are constructed. The asymptotic properties of the proposed tests are investigated under the null and local alternative hypotheses in different scenarios. It is found that the two tests perform identically in the asymptotic sense. In addition, a nonparametric Monte Carlo test procedure is performed to obtain the critical values. Further, simulation studies are conducted to assess the performance of the proposed tests and compare them with other possible approaches. Finally, a real data set is analyzed for illustration.
Agid:
6351019