Testing for linearity

A nonparametric large sample test is proposed for testing the linearity of a regression model with independent and identically distributed errors satisfying only a very mild tail condition. The statistic is based on the functional least squares estimator of the slope vector. The test is applied to the stack loss data.

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Year of publication:	1985
Authors:	Csörgo, Sándor
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 1, p. 45-49
Publisher:	Elsevier
Keywords:	linearity of regression functional least squares nonparametric test

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

Persistent link: https://www.econbiz.de/10005138158