A nonparametric test for covariate-adjusted models

Jingxin Zhao; Chuanlong Xie

doi:10.1016/j.spl.2017.10.004

A nonparametric test for covariate-adjusted models

Jingxin Zhao, Chuanlong Xie^*

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

42 Citations (Scopus)

Abstract

This paper provides a nonparametric test for covariate-adjusted models. The proposed test statistic, obtained by using the adjusted response and predictors, has the same limit distribution as when the response and predictors are observed directly.

Original language	English
Pages (from-to)	65-70
Number of pages	6
Journal	Statistics and Probability Letters
Volume	133
DOIs	https://doi.org/10.1016/j.spl.2017.10.004
Publication status	Published - Feb 2018

User-Defined Keywords

Covariate-adjusted model
Model checking
Nonparametric test

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10.1016/j.spl.2017.10.004

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title = "A nonparametric test for covariate-adjusted models",

abstract = "This paper provides a nonparametric test for covariate-adjusted models. The proposed test statistic, obtained by using the adjusted response and predictors, has the same limit distribution as when the response and predictors are observed directly.",

keywords = "Covariate-adjusted model, Model checking, Nonparametric test",

author = "Jingxin Zhao and Chuanlong Xie",

year = "2018",

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doi = "10.1016/j.spl.2017.10.004",

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AU - Zhao, Jingxin

AU - Xie, Chuanlong

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AB - This paper provides a nonparametric test for covariate-adjusted models. The proposed test statistic, obtained by using the adjusted response and predictors, has the same limit distribution as when the response and predictors are observed directly.

KW - Covariate-adjusted model

KW - Model checking

KW - Nonparametric test

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U2 - 10.1016/j.spl.2017.10.004

DO - 10.1016/j.spl.2017.10.004

M3 - Journal article

AN - SCOPUS:85033573389

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VL - 133

SP - 65

EP - 70

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

A nonparametric test for covariate-adjusted models

Abstract

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