A New Variance Component Score Test for Testing Distributed Lag Functions with Applications in Time Series Analysis.
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ABSTRACT:
SUBMITTER: Chen YH
PROVIDER: S-EPMC5703603 | biostudies-literature | 2017 Apr
REPOSITORIES: biostudies-literature
Publications
A New Variance Component Score Test for Testing Distributed Lag Functions with Applications in Time Series Analysis.
Chen Yin-Hsiu YH Mukherjee Bhramar B
Statistics & probability letters 20161216
We propose to test a given constrained distributed lag model (DLM) of the form <b><i>β</i></b> = <b><i>Cθ</i></b> against an unconstrained alternative using a variance component score test (VCST) and show that VCST is more powerful than the standard likelihood ratio test in a simulation study. ...[more]
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