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A Note on the Importance of Testing for Regularities for Estimated Flexible Functional Forms

✍ Scribed by Kjell G. Salvanes; Sigve Tjøtta


Book ID
110368709
Publisher
Springer
Year
1998
Tongue
English
Weight
109 KB
Volume
9
Category
Article
ISSN
0895-562X

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Optimal designs for testing the function
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For the problem of checking linearity in a heteroscedastic nonparametric regression model under a ÿxed design assumption, we study maximin designs which maximize the minimum power of a nonparametric test over a broad class of alternatives from the assumed linear regression model. It is demonstrated