Testing a linear regression model against nonparametric alternatives

DOI10.1007/BF02613703zbMath0785.62049OpenAlexW2123447028MaRDI QIDQ1312218

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 normalityMonte Carlo studynonparametric estimationfinite sample behaviourtesting goodness-of-fitratio of quadratic formsestimated error variance

Mathematics Subject Classification ID

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

Related Items

Finding local departures from a parametric model using nonparametric regression, A goodness-of-fit test for regression models with spatially correlated errors, Global and local two-sample tests via regression, A consistent test for the functional form of a regression based on a difference of variance estimators

Cites Work

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• A nonparametric test of fit of a linear model
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Residual variance and residual pattern in nonlinear regression