Nonparametric comparison of regression curves by local linear fitting

✍ Scribed by Tue Gørgens

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 157 KB
• Volume: 60
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00283-3

✦ Synopsis

This paper proposes a new nonparametric test for the hypothesis that the regression functions in two or more populations are the same. The test is based on local linear estimates using data-driven bandwidth selectors. The test is applicable to data with random regressors and heteroskedastic responses. Simulations indicate the test has good power.