Goodness-of-fit test for linear models based on local polynomials

We test if a regression function belongs to a class of parametric models by measuring the discrepancy between a parametric fit and a local polynomial regression. The proposed test is a weighted L2-norm of a smoothed function based on the parametric residuals.

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Year of publication:	1999
Authors:	Alcalá, J. T. ; Cristóbal, J. A. ; González-Manteiga, W.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 1, p. 39-46
Publisher:	Elsevier
Subject:	Local polynomial Model checking Bootstrap

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005259296