Likelihood ratio tests for goodness-of-fit of a nonlinear regression model

DOI10.1016/j.jmva.2004.04.008zbMath1051.62057MaRDI QIDQ1882933

David Ruppert, Ciprian M. Crainiceanu

Publication date: 1 October 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.04.008

zbMATH Keywords

REML; Mixed models; Fan-Huang goodness-of-fit test; Nelson-Siegel model for yield curves; Penalized splines

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H15: Hypothesis testing in multivariate analysis

62J02: General nonlinear regression

Related Items

Lack-of-Fit Tests for Generalized Linear Models via Splines, A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models, Semiparametric regression during 2003--2007, Empirical likelihood-based inference in nonlinear regression models with missing responses at random, Forcing Function Diagnostics for Nonlinear Dynamics

Uses Software

• SemiPar

Cites Work

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