Backfitting tests in generalized structured models

Effect measures in non-parametric regression with interactions between continuous exposures

E Mammen and S Sperlich

Biometrika, 2022, vol. 109, issue 1, 137-152

Abstract: SummaryWe introduce bootstrap tests for semiparametric generalized structured models. These can be used for testing different kinds of model specifications like separability, functional forms and homogeneity of effects, or for performing variable selection in a large class of semiparametric models. The test statistics are based on the comparison of non- and semiparametric alternatives in which both the null hypothesis and the alternative are non- or semiparametric. All estimators are obtained by smooth backfitting. Simulation studies show excellent performance of the test procedures.

Keywords: Interactions test; Nonparametric testing; Separable model; Smooth backfitting (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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