Testing the suitability of polynomial models in errors-in-variables problems

Details Testing the suitability of polynomial models in errors-in-variables problems Testing the suitability of polynomial models in errors-in-variables problems

2008-03-20

arxiv.org/abs/0803.3007v1

Annals of Statistics 2007, Vol. 35, No. 6, 2620-2638

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/009053607000000361 the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053607000000361

A low-degree polynomial model for a response curve is used commonly in practice. It generally incorporates a linear or quadratic function of the covariate. In this paper we suggest methods for testing the goodness of fit of a general polynomial model when there are errors in the covariates. There, the true covariates are not directly observed, and conventional bootstrap methods for testing are not applicable. We develop a new approach, in which deconvolution methods are used to estimate the distribution of the covariates under the null hypothesis, and a ``wild'' or moment-matching bootstrap argument is employed to estimate the distribution of the experimental errors (distinct from the distribution of the errors in covariates). Most of our attention is directed at the case where the distribution of the errors in covariates is known, although we also discuss methods for estimation and testing when the covariate error distribution is estimated. No assumptions are made about the distribution of experimental error, and, in particular, we depart substantially from conventional parametric models for errors-in-variables problems.

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