Goodness-of-fit test for linear models based on local polynomials

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

Statistics & Probability Letters, 1999, vol. 42, issue 1, 39-46

Abstract: 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 L2-norm of a smoothed function based on the parametric residuals.

Keywords: Local; polynomial; Model; checking; Bootstrap (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (13)

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