Testing lack of fit for heteroscedastic nonlinear regression models via locally weighted least squares regression

MaRDI QIDQ3365709zbMATH OpenFDO

Authors Chin-Shang Li

Publication date 23 January 2006

zbMATH Keywords

bandwidth selectionboundary effectslocal linear kernel estimatorquasi-likelihood estimatorfit comparison

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

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Cited in

(4)

• Testing lack of fit of regression models under heteroscedasticity
• Testing for no effect via splines
• A Lack-of-Fit Test for Heteroscedastic Regression Models via Cosine-Series Smoothers
• Using local linear kernel smoothers to test the lack of fit of nonlinear regression models

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