Testing the linearity in partially linear models

Na Li, Xingzhong Xu and Pei Jin

Journal of Nonparametric Statistics, 2011, vol. 23, issue 1, 99-114

Abstract: A test is proposed to check the linearity of the nonparametric portion in the partially linear regression model with a linear interpolation. The test is given by a p-value which is derived using the fiducial method. This p-value can also be thought as a generalised p-value. Under the null hypothesis, the p-value is uniformly distributed on interval (0, 1). Meanwhile the test is consistent under mild conditions. Finally, a good finite sample performance of the test is investigated by simulations, in which comparisons with other tests are also given.

Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://hdl.handle.net/10.1080/10485251003615574 (text/html)
Access to full text is restricted to subscribers.

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:taf:gnstxx:v:23:y:2011:i:1:p:99-114

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485251003615574

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().