Generalized likelihood ratio tests in partially linear models

zbMATH Open1150.62353MaRDI QIDQ3501389FDOQ3501389

Authors: Sanzhi Shi, Lixin Song 

Publication date: 3 June 2008

Recommendations

• Testing linearity of nonparametric components in partially linear models
• Inferences on Nonparametric Component for Partially Linear Models
• Testing equality of nonparametric functions in two partially linear models
• Testing polynomial relationships of the nonparametric components in partially linear models
• Tests for nonparametric parts on partially linear single index models

zbMATH Keywords

two stage estimationlocal polynomial estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Cited In (18)

• Lack-of-fit tests based on weighted ratio of residuals and variances
• Tests for nonparametric parts on partially linear single index models
• Testing for change points in partially linear models
• Generalized \(p\)-values for testing regression coefficients in partially linear models
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
• Testing linearity of nonparametric components in partially linear models
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Testing equality of nonparametric functions in two partially linear models
• Testing polynomial relationships of the nonparametric components in partially linear models
• The generalized likelihood ratio test for the pearson correlation^∗
• Comparison of nonparametric components in two partially linear models
• Testing for constant nonparametric effects in general semiparametric regression models with interactions
• Testing in generalized partially linear models: a robust approach
• A projection-based consistent test incorporating dimension-reduction in partially linear models
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Inferences on Nonparametric Component for Partially Linear Models
• Testing the linearity in partially linear models
• A generalized likelihood ratio test for monitoring profile data

This page was built for publication: Generalized likelihood ratio tests in partially linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3501389)