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Robust inference in partially linear models with missing responses. (English) Zbl 1312.62064

Summary: We consider robust testing on the regression parameter of a partially linear regression model, where missing responses are allowed. We derive the asymptotic behavior of the proposed test statistic under the null and contiguous alternatives. A numerical study is performed.

MSC:

62G35 Nonparametric robustness
62J02 General nonlinear regression
62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference

Software:

robustbase
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Full Text: DOI

References:

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