Analysis of Variance in Nonparametric Regression Models

Holger Dette and Stephan Derbort

Journal of Multivariate Analysis, 2001, vol. 76, issue 1, 110-137

Abstract: In a nonparametric regression model with a multivariate explanatory variable we consider the problem of testing the hypothesis that specific interactions in a canonical decomposition of the model vanish. A simple consistent test is developed which is based on the difference between the corresponding sum of squares of the ordinary ANOVA for the multi-factor case and a nonparametric variance estimator. This presents an analogue of the classical ANOVA in the nonparametric regression setup. Asymptotic normality of the introduced test statistic is derived under the null hypothesis and under fixed alternatives. The finite sample behaviour of the proposed procedures is illustrated by a small simulation study and a data example.

Keywords: ANOVA; nonparametric regression; model checks (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(00)91913-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:76:y:2001:i:1:p:110-137

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().