Testing for linearity

Sándor Csörgo

Statistics & Probability Letters, 1985, vol. 3, issue 1, 45-49

Abstract: 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.

Keywords: linearity; of; regression; functional; least; squares; nonparametric; test (search for similar items in EconPapers)
Date: 1985
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