Nonparametric comparison of regression curves by local linear fitting

Tue Gørgens

Statistics & Probability Letters, 2002, vol. 60, issue 1, 81-89

Abstract: This paper proposes a new nonparametric test for the hypothesis that the regression functions in two or more populations are the same. The test is based on local linear estimates using data-driven bandwidth selectors. The test is applicable to data with random regressors and heteroskedastic responses. Simulations indicate the test has good power.

Keywords: Nonparametric; testing; Local; polynomial; fitting; Bias; correction (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (3)

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