A link function specification test in semi-parametric regression

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• Lax Chan (Università del Piemonte Orientale "A. Avogadro")
• Thursday 07 September 2023, 14:00-15:00
• Room 250, Arts Building (R16) .

If you have a question about this talk, please contact Xiaocheng Shang.

An important task in regression analysis is to choose the specification of the link function that models the dependence structure between the response and the covariate(s). A challenge arises in the framework of scalar on function regression as the link function is a real-valued operator acting on a functional space, and it is difficult to visualize and hence select a coherent specification. A specification test that uses a semi-parametric approach is proposed, in particular by exploiting the Single Functional Index Model. The test statistic is a special form of U-statistic; its asymptotic null distribution is derived under suitable assumptions, and consistency is proved for a specific class of alternatives. The finite sample performances of the test are evaluated through a simulation study using asymptotic p-values. An application of the method developed to a problem commonly arises in the food industry is performed to demonstrate the potentialities of the method.

This talk is part of the Data Science and Computational Statistics Seminar series.

This talk is included in these lists:

• Data Science and Computational Statistics Seminar
• Room 250, Arts Building (R16)
• School of Mathematics events

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