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Alcalá, J. T.; Cristóbal, J. A.; González-Manteiga, W.

Goodness-of-fit test for linear models based on local polynomials. (English) Zbl 0946.62016

Stat. Probab. Lett. 42, No. 1, 39-46 (1999).
Summary: 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 \(L^2\)-norm of a smoothed function based on the parametric residuals.

Cited in 33 Documents

MSC:

62F03 Parametric hypothesis testing
62G08 Nonparametric regression and quantile regression
62G09 Nonparametric statistical resampling methods
62G10 Nonparametric hypothesis testing

Keywords:

model checking; bootstrap; local polynomial
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References:

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