Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
From MaRDI portal
Publication:3481080
DOI10.2307/2289774zbMath0702.62037OpenAlexW2461798823MaRDI QIDQ3481080
No author found.
Publication date: 1990
Full work available at URL: https://doi.org/10.2307/2289774
Fourier serieslocal alternativesnonparametric regressionSimulation experimentspower propertiesfitting cubic smoothing splines to residualslarge-sample properties of parametric goodness-of-fit tests for linearity
Related Items (only showing first 100 items - show all)
Nonparametric Tests of the Causal Null With Nondiscrete Exposures ⋮ Testing Hypotheses on fouriercoefficients in non parametricregression model ⋮ Average squared residuals approach for testing linear hypotheses in nonparametric regression ⋮ Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals ⋮ On a data based power transformation for reducing skewness ⋮ A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances ⋮ Testing goodness of fit via nonparametric function estimation techniques ⋮ Nonparametric cure rate estimation with covariates ⋮ Estimation and inference in partially linear models with smoothing splines ⋮ Model check by kernel methods under weak moment conditions. ⋮ Consistent specification testing for conditional moment restrictions ⋮ Testing additivity in generalized nonparametric regression models with estimated parameters ⋮ Testing heteroscedasticity in nonlinear and nonparametric regressions ⋮ Nonparametric testing for correlation models with dependent data ⋮ SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION ⋮ Goodness-of-fit tests for kernel regression with an application to option implied volatilities ⋮ Bootstrap non-parametric significance test ⋮ Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Testing of Growth Curves with Cubic Smoothing Splines ⋮ High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints ⋮ A note on variable selection in nonparametric regression with dependent data ⋮ A Simple Goodness-of-Fit Test for Parametric Regression Models ⋮ Goodness of fit test for isotonic regression ⋮ ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS ⋮ On likelihood ratio testing for penalized splines ⋮ Martingale transforms goodness-of-fit tests in regression models. ⋮ A Bayesian goodness-of-fit test for regression ⋮ Testing for no effect in nonparametric regression via spline smoothing techniques ⋮ Testing for no effect in nonparametric regression ⋮ An adaptive empirical likelihood test for parametric time series regression models ⋮ Specification testing for regression models with dependent data ⋮ Non-linearity tests based on order statistics and quantile regressions ⋮ Testing of linearity in a semiparametric regression model ⋮ Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers ⋮ Semiparametric tests of conditional moment restrictions under weak or partial identification ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Testing the hypothesis of a general linear model using nonparametric regression estimation ⋮ Asymptotic normality of pseudo-LS estimator for partly linear autoregression models ⋮ Testing linear regression models using non-parametric regression estimators when errors are non-independent ⋮ Smoothing categorical data ⋮ Nonparametric model checks for regression ⋮ Testing of Multivariate Spline Growth Model ⋮ Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks ⋮ Tests of additional conditional moment restrictions ⋮ NN goodness-of-fit tests for linear models ⋮ Testing for the equality of two nonparametric regression curves ⋮ Comparing two nonparametric regression curves in the presence of long memory in covariates and errors ⋮ A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression ⋮ An alternative series based consistent model specification test ⋮ Structural test in regression on functional variables ⋮ Empirical likelihood estimation and consistent tests with conditional moment restrictions ⋮ Testing for superiority among two regression curves ⋮ Optimal variance estimation without estimating the mean function ⋮ A cubic smoothing spline based lack of fit test for nonlinear regression models ⋮ Nonparametric specification testing via the trinity of tests ⋮ Minimum distance regression model checking ⋮ A consistent model specification test with mixed discrete and continuous data ⋮ Finding local departures from a parametric model using nonparametric regression ⋮ A consistent specification test of independence ⋮ Gini's multiple regressions: two approaches and their interaction ⋮ Goodness-of-fit tests for nonlinear heteroscedastic regression models ⋮ A robust test of specification based on order statistics ⋮ Smoothing-based lack-of-fit tests: variations on a theme ⋮ A goodness-of-fit test for regression models with spatially correlated errors ⋮ Testing conditional moment restrictions ⋮ Nonparametric tests for model selection with time series data ⋮ Model robust regression: combining parametric, nonparametric, and semiparametric methods ⋮ Nonlinear measurement error models subject to additive distortion ⋮ Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression ⋮ A simple framework for nonparametric specification testing ⋮ Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach ⋮ Consistent specification test for partially linear models with the k-nearest-neighbor method ⋮ A note on combining parametric and non-parametric regression ⋮ Difference-based variance estimation in nonparametric regression with repeated measurement data ⋮ Quadratic deviation of penalized mean squares regression estimates ⋮ Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗ ⋮ Diagnostic checking for multivariate regression models ⋮ On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression ⋮ A note on testing the regression functions via nonparametric smoothing ⋮ Nonlinear measurement errors models subject to partial linear additive distortion ⋮ Comparison of curves based on a Cramér-von Mises statistic ⋮ Model checking in errors-in-variables regression ⋮ Determination of linear components in additive models ⋮ Weighted-bootstrap alignment of explanatory variables ⋮ Some properties of a lack-of-fit test for a linear errors in variables model ⋮ Parametric and nonparametric models and methods in financial econometrics ⋮ A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION ⋮ Testing for constant variance in a linear model ⋮ A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS ⋮ A consistent test of functional form via nonparametric estimation techniques ⋮ A simple bootstrap test for time series regression models ⋮ Using local linear kernel smoothers to test the lack of fit of nonlinear regression models ⋮ Specification tests based on MCMC output ⋮ Testing for no effect via splines ⋮ Minimum distance regression model checking with Berkson measurement errors ⋮ A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS ⋮ A note on the Bayes factor in a semiparametric regression model ⋮ Validation of linear regression models ⋮ A Direct Approach to Understanding Posterior Consistency of Bayesian Regression Problems
This page was built for publication: Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
