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
On the Use of Nonparametric Regression in Assessing Parametric Regression Models
โ Scribed by Scott Brown; Andrew Heathcote
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 150 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0022-2496
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