Resumen de Model checking for generalized partially linear models

Xinmin Lai, Haozhe Liang, Wolfrang Härdle, Hua Liang

• We propose a residual-marked empirical process test to check goodness of fit for generalized partially linear models. The proposed test can gain dimension reduction, is shown to be consistent, and can detect root-n local alternatives. We further establish asymptotic distributions of the proposed test under the null hypothesis and analyze asymptotic properties under the local and global alternatives, and suggest a bootstrap procedure for calculating the critical value. We investigate its numerical performance by simulation experiments and illustrate its utilization in two real data examples.