In this paper, we consider the goodness-of-fit for checking whether the nonparametric function in a partial linear regression model with missing covariate at random is a parametric one or not. We estimate the selection probability by using parametric and nonparametric approaches. Two score type...

This paper aims at investigating model checking for parametric models with response missing at random which is a more general missing mechanism than missing completely at random. Different from existing approaches, two tests have normal distributions as the limiting null distributions no matter...