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Nonparametric Methods for Modeling Nonlinearity in Regression Analysis

✍ Scribed by Andersen, Robert

Book ID
120822161
Publisher
Annual Reviews
Year
2009
Tongue
English
Weight
798 KB
Volume
35
Category
Article
ISSN
0360-0572

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In a nonparametric regression model with a multivariate explanatory variable we consider the problem of testing the hypothesis that specific interactions in a canonical decomposition of the model vanish. A simple consistent test is developed which is based on the difference between the corresponding