Title: Testing the Goodness-of-Fit of a Linear Model in Nonparametric Regression
Abstract: We construct a linear hypothesis test on the regression function f in nonparametric regression model; more precisely, we test that f is an element of U, where U is a finite dimensional vector space. The test statistic is easy to compute and we give the asymptotic level and the asymptotic power of the test. Even if the procedure is based on large sample behaviour, simulation experiments reveal that, for small samples, the proposed statistic is close to the asymptotic distribution and the test has good power properties.
Publication Year: 2002
Publication Date: 2002-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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