Likelihood ratio tests for goodness-of-fit of a nonlinear regression model

DOI10.1016/j.jmva.2004.04.008zbMath1051.62057OpenAlexW1991718164MaRDI QIDQ1882933

Ciprian M. Crainiceanu, David Ruppert

Publication date: 1 October 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.04.008

zbMATH Keywords

REMLMixed modelsFan-Huang goodness-of-fit testNelson-Siegel model for yield curvesPenalized splines

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Related Items

Forcing Function Diagnostics for Nonlinear Dynamics, Semiparametric regression during 2003--2007, Lack-of-Fit Tests for Generalized Linear Models via Splines, A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models, Empirical likelihood-based inference in nonlinear regression models with missing responses at random

Uses Software

• SemiPar

Cites Work

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