A PROPOSAL FOR A NEW DIMENSION ANALYSIS PROCEDURE IN A GENERAL REGRESSION PROBLEM

In this paper, a new procedure for testing the number of linear components in a general regression problem is introduced. It is based on a nonparametric estimate of the covariance matrix of the inverse regression curve. A review of previous dimension tests is also presented.

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Year of publication:	2001-03
Authors:	Velilla, Santiago ; Barrios, Mª Pilar
Institutions:	Departamento de Estadistica, Universidad Carlos III de Madrid

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Extent:	application/pdf
Series:	Statistics and Econometrics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005249601