Goodness-of-fit test for linear models based on local polynomials. (English) Zbl 0946.62016
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.
MSC:
62F03 | Parametric hypothesis testing |
62G08 | Nonparametric regression and quantile regression |
62G09 | Nonparametric statistical resampling methods |
62G10 | Nonparametric hypothesis testing |
References:
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