Chan, K. S. - In: Biometrika 90 (2003) 1, pp. 209-222
We propose a Lagrange multiplier test for additivity based on the Bürmann expansion of a conditional mean function. The asymptotic null distribution of the test is shown to be x-super-2, under some regularity conditions. In contrast, the Lagrange multiplier test proposed by Chen et al. (1995)...