Random coefficient regressions: parametric goodness of fit tests

Pedro Delicado

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: Random coefficient regression models have been applied in different fields during recent years and they are a unifying frame for many statistical models. Recently, Beran and Hall (1992) opened the question of the nonparametric study of the distribution of the coefficients. Nonparametric goodness of fit tests were considered in Delicado and Romo (1994.). In this paper we propose statistics for parametric goodness of fit tests and we obtain their asymptotic distributions. Moreover, we construct bootstrap approximations to these distributions, proving their validity. Finally, a simulation study illustrates our results.

Keywords: Goodness; of; fit; Linear; regression; Random; coefficient; Parametric; empirical; processes (search for similar items in EconPapers)
Date: 1995-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://e-archivo.uc3m.es/rest/api/core/bitstreams ... 2328e8170f62/content (application/pdf)

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:cte:wsrepe:4199

Access Statistics for this paper

More papers in DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística
Bibliographic data for series maintained by Ana Poveda ().