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

zbMATH Open1078.62034MaRDI QIDQ3365709FDOQ3365709

Authors: Chin-Shang Li 

Publication date: 23 January 2006

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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)

Cited In (4)

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

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