Test and Measure for Partial Mean Dependence Based on Machine Learning Methods
基于机器学习的部分均值依赖检验与度量
It is of importance to investigate the significance of a subset of covariates W for the response Y given covariates Z in regression modeling. To this end, we propose a significance test for the partial mean independence problem based on machine learning methods and data splitting. The test statistic converges to the standard Chi-squared distribution under the null hypothesis while it converges to a normal distribution under the fixed alternative hypothesis. Power enhancement…