Testing lack of fit of regression models under heteroscedasticity

DOI10.2307/3316106zbMath0941.62054OpenAlexW2163754609MaRDI QIDQ4944639

Chin-Shang Li

Publication date: 22 June 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/76ca2c7c1b5e4132ec66ca744262e44a23cf1526

zbMATH Keywords

kernel smootherquasi-likelihood estimatorband-width selectionfit comparison test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12)

Related Items (2)

Testing for linearity in generalized linear models using kernel smoothing ⋮ Testing for no effect via splines

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A consistent test of functional form via nonparametric estimation techniques
• An omnibus test for departures from constant mean
• Nonparametric regression analysis of longitudinal data
• Testing goodness-of-fit in regression via order selection criteria
• Comparing nonparametric versus parametric regression fits
• Smooth optimum kernel estimators near endpoints
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• On the Departure from Normality of a Certain Class of Martingales

This page was built for publication: Testing lack of fit of regression models under heteroscedasticity