Partially linear single-index beta regression model and score test |
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Authors: | Weihua Zhao Riquan Zhang Zhensheng HuangJingyan Feng |
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Institution: | a Department of Statistics, East China Normal University, Shanghai, 200062, PR Chinab Department of Mathematics, Shanxi Datong University, Datong, 037009, PR Chinac School of Science, Nantong Unversity, Nantong, 226007, PR Chinad School of Mathematics, Hefei University of Technology, 230009, PR China |
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Abstract: | An important model in handling the multivariate data is the partially linear single-index regression model with a very flexible distribution—beta distribution, which is commonly used to model data restricted to some open intervals on the line. In this paper, the score test is extended to the partially linear single-index beta regression model. The penalized likelihood estimation based on P-spline is proposed. Based on the estimation, the score test statistics about varying dispersion parameter is given. Its asymptotical property is investigated. Both simulated examples are used to illustrate our proposed methods. |
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Keywords: | primary 62G10 secondary 62G08 |
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