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Backfitting tests in generalized structured models
[Effect measures in non-parametric regression with interactions between continuous exposures]

Author

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  • E Mammen
  • S Sperlich

Abstract

SummaryWe introduce bootstrap tests for semiparametric generalized structured models. These can be used for testing different kinds of model specifications like separability, functional forms and homogeneity of effects, or for performing variable selection in a large class of semiparametric models. The test statistics are based on the comparison of non- and semiparametric alternatives in which both the null hypothesis and the alternative are non- or semiparametric. All estimators are obtained by smooth backfitting. Simulation studies show excellent performance of the test procedures.

Suggested Citation

  • E Mammen & S Sperlich, 2022. "Backfitting tests in generalized structured models [Effect measures in non-parametric regression with interactions between continuous exposures]," Biometrika, Biometrika Trust, vol. 109(1), pages 137-152.
    • Handle: RePEc:oup:biomet:v:109:y:2022:i:1:p:137-152.
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    File URL: http://hdl.handle.net/10.1093/biomet/asaa108
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    Cited by:

    1. Suneel Babu Chatla, 2023. "Nonparametric inference for additive models estimated via simplified smooth backfitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 71-97, February.

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