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 effectsfit comparisonlocal linear kernel estimatorquasi-likelihood estimator

Mathematics Subject Classification ID

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

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Cited in

(4)

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

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