Testing a linear regression model against nonparametric alternatives

DOI10.1007/BF02613703MaRDI QIDQ1312218zbMATH OpenOpenAlexFDO

Authors Gerhard Weihrather

Publication date 19 January 1994

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176486

zbMATH Keywords

asymptotic normalitynonparametric estimationMonte Carlo studyfinite sample behaviourtesting goodness-of-fitratio of quadratic formsestimated error variance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3932235 (Why is no real title available?)
• A central limit theorem for generalized quadratic forms
• A nonparametric test of fit of a linear model
• Comparing nonparametric versus parametric regression fits
• Residual variance and residual pattern in nonlinear regression
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques

Cited in

(28)

• Testing the goodness-of-fit of a linear model in nonparametric regression
• On the use of nonparametric regression for model checking
• Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
• A goodness-of-fit test for regression models with spatially correlated errors
• Testing linear regression models in non regular case
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• A Simple Goodness-of-Fit Test for Parametric Regression Models
• A consistent test for the functional form of a regression based on a difference of variance estimators
• scientific article; zbMATH DE number 3913495 (Why is no real title available?)
• Nonparametric tests for semiparametric regression models
• A Nonparametric Test for Linear Regression Based on Combining Kendall's Tau With the Sign Test
• Testing the hypothesis of a general linear model using nonparametric regression estimation
• TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
• Testing linear restrictions on non-linear models
• Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
• scientific article; zbMATH DE number 5233727 (Why is no real title available?)
• A nonparametric test of fit of a parametric model
• scientific article; zbMATH DE number 5218749 (Why is no real title available?)
• Testing against a linear regression model using ideas from shape-restricted estimation
• Testing parametric models in linear-directional regression
• Testing a linear dynamic panel data model against nonlinear alternatives
• Finding local departures from a parametric model using nonparametric regression
• A nonparametric test of the non-convexity of regression
• scientific article; zbMATH DE number 7406273 (Why is no real title available?)
• scientific article; zbMATH DE number 472927 (Why is no real title available?)
• Global and local two-sample tests via regression
• Testing the linear regression model null hypothesis versus regime switching alternatives.
• Some Methodological Aspects of Validation of Models in Nonparametric Regression

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