A test of linearity in partial functional linear regression

Ping Yu, Zhongzhan Zhang () and Jiang Du
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Ping Yu: Beijing University of Technology
Zhongzhan Zhang: Beijing University of Technology
Jiang Du: Beijing University of Technology

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 8, No 3, 953-969

Abstract: Abstract This paper investigates the hypothesis test of the parametric component in partial functional linear regression. We propose a test procedure based on the residual sums of squares under the null and alternative hypothesis, and establish the asymptotic properties of the resulting test. A simulation study shows that the proposed test procedure has good size and power with finite sample sizes. Finally, we present an illustration through fitting the Berkeley growth data with a partial functional linear regression model and testing the effect of gender on the height of kids.

Keywords: Functional data analysis; Partial functional linear regression; Functional principal component analysis; Asymptotics; 62G08; 62G20 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (31)

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DOI: 10.1007/s00184-016-0584-x

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