Comparison of Powers in Goodness of Fit Test of Quadratic Measurement Error Model

Title & Authors
Comparison of Powers in Goodness of Fit Test of Quadratic Measurement Error Model
Moon, Myung-Sang;

Abstract
Whether to use linear or quadratic model in the analysis of regression data is one of the important problems in classical regression model and measurement error model (MEM). In MEM, four goodness of fit test statistics are available In solving that problem. Two are from the derivation of estimators of quadratic MEM, and one is from that of the general $\small{k^{th}}$-order polynomial MEM. The fourth one is derived as a variation of goodness of fit test statistic used in linear MEM. The purpose of this paper is to find the most powerful test statistic among them through the small-scale simulation.
Keywords
Quadratic MEM;Goodness of fit test;Most powerful;Small-scale simulation;
Language
English
Cited by
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