Showing 1 - 10 of 3,914
Persistent link: https://www.econbiz.de/10012110370
In the problem of testing the equality of k regression curves from independent samples we discuss three methods using nonparametric estimation techniques of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the...
Persistent link: https://www.econbiz.de/10009783010
In a recent paper Speckman et al. (2002) introduced a technique for accounting co-variates when their effects are nonlinear. They proposed a test for a one-sided analysis of covariance which is based on a rank test for the residuals obtained by smoothing the dependent variable on the covariate....
Persistent link: https://www.econbiz.de/10009770528
Persistent link: https://www.econbiz.de/10011691138
Persistent link: https://www.econbiz.de/10011704746
We consider a non-parametric model for estimating the effect of a binary treatment on an outcome variable while adjusting for an observed covariate. A naive procedure consists in performing two separate non-parametric regression of the response on the covariate: one with the treated individuals...
Persistent link: https://www.econbiz.de/10011573176
Persistent link: https://www.econbiz.de/10012110378
Persistent link: https://www.econbiz.de/10012816791
Persistent link: https://www.econbiz.de/10014311627
We obtain uniform consistency results for kernel-weighted sample covariances in a nonstationary multiple regression framework that allows for both fixed design and random design coefficient variation. In the fixed design case these nonparametric sample covariances have different uniform...
Persistent link: https://www.econbiz.de/10013072455