A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model

DOI10.1016/j.spl.2007.01.017zbMath1116.62055OpenAlexW2099915052MaRDI QIDQ2373692

Lan Wang

Publication date: 16 July 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.01.017

zbMATH Keywords

quantilecensored dataspecification testmedian regressiontobit modelsmooth alternativenearest-neighbor windows

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Censored data models (62N01)

Related Items (7)

Model checking in Tobit regression via nonparametric smoothing ⋮ Model checking in Tobit regression with measurement errors using validation data ⋮ Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models ⋮ Nonparametric test for checking lack of fit of the quantite regression model under random censoring ⋮ A lack-of-fit test in Tobit errors-in-variables regression models ⋮ Distribution-free test in Tobit mean regression model ⋮ Nonparametric inference of quantile curves for nonstationary time series

Cites Work

• Least absolute deviations estimation for the censored regression model
• Nonparametric smoothing and lack-of-fit tests
• Sample Selection Bias as a Specification Error
• Censored Regression Quantiles
• A Lack-of-Fit Test for Quantile Regression
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Survival Analysis with Median Regression Models
• Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities

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