Generalized likelihood ratio tests in partially linear models

MaRDI QIDQ3501389zbMATH OpenFDO

Authors Sanzhi Shi, Lixin Song

Publication date 3 June 2008

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)

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Cited in

(18)

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

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