Local and Global Rank Tests for Multivariate Varying-Coefficient Models
多元变系数模型的局部与全局秩检验
In a multivariate varying-coefficient model, the response vectors Y are regressed on known functions v(X) of some explanatory variables X and the coefficients in an unknown regression matrix θ(Z) depend on another set of explanatory variables Z. We provide statistical tests, called local and global rank tests, which allow one to estimate the rank of an unknown regression coefficient matrix θ(Z) locally at a fixed level of the variable Z or globally as the maximum rank over…