A nonparametric \(R^2\) test for the presence of relevant variables

DOI10.1016/j.jspi.2013.03.026zbMath1432.62134OpenAlexW1993892125MaRDI QIDQ394568

Feng Yao, Aman Ullah

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.03.026

zbMATH Keywords

local linear regressionnonparametric testnonparametric \(R^2\)omitted variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items

A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS, A semiparametric generalized ridge estimator and link with model averaging

Cites Work

• Unnamed Item
• Unnamed Item
• A consistent test of functional form via nonparametric estimation techniques
• Nonparametric frontier estimation via local linear regression
• A consistent model specification test with mixed discrete and continuous data
• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Consistent model specification tests for time series econometric models
• A simple consistent bootstrap test for a parametric regression function
• Comparing nonparametric versus parametric regression fits
• Nonparametric smoothing and lack-of-fit tests
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Generalized likelihood ratio statistics and Wilks phenomenon
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression
• CONSISTENT MODEL SPECIFICATION TESTS
• Remarks on Some Nonparametric Estimates of a Density Function
• A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
• On the use of nonparametric regression for model checking
• Design-adaptive Nonparametric Regression
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
• NONPARAMETRIC SIGNIFICANCE TESTING
• Nonparametric Selection of Regressors: The Nonnested Case
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
• Bootstrap non-parametric significance test