Local and Omnibus Goodness-of-Fit Tests in Classical Measurement Error Models
经典测量误差模型中的局部与总体拟合优度检验
Summary We consider functional measurement error models, i.e. models where covariates are measured with error and yet no distributional assumptions are made about the mismeasured variable. We propose and study a score-type local test and an orthogonal series-based, omnibus goodness-of-fit test in this context, where no likelihood function is available or calculated—i.e. all the tests are proposed in the semiparametric model framework. We demonstrate that our tests have…