Testing of linearity in a semiparametric regression model

DOI10.1016/0304-4076(94)90058-2zbMath0825.62561OpenAlexW1994582107MaRDI QIDQ1341190

Thomas S. Shively, Craig F. Ansley, Robert Kohn

Publication date: 28 November 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90058-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02)

Related Items (3)

Smoothing spline based tests for nonlinearity in a partially linear model ⋮ Towards a nonparametric test of linearity for times series ⋮ Adaptive parametric test in a semiparametric regression model

Uses Software

• AS 155

Cites Work

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• A smoothing spline based test of model adequacy in polynomial regression
• Bandwidth choice for nonparametric regression
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Robust tests for spherical symmetry and their application to least squares regression
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression
• The Use of Marginal Likelihood for a Diagnostic Test for the Goodness of Fit of the Simple Linear Regression Model
• A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process
• Penalized Likelihood for General Semi-Parametric Regression Models
• Residual variance and residual pattern in nonlinear regression
• A cubic spline extension of the Durbin-Watson test
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Numerical inversion of a characteristic function
• Bootstrap Test for Difference Between Means in Nonparametric Regression

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