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A Nonparametric Least-Squares Test for Checking a Polynomial Relationship

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Author Info
Gijbels, I.
Rousson, V.
Abstract

In this paper the interest is in testing whether a regression function is polynomial of a certain degree. One possible approach to this testing problem is to do a parametric polynomial fit and a nonparametric fit and to reject the null hypothesis of a polynomial function if the distance between the two fits if too large. Another approach consists of looking at the residuals from the parametric fit. In this paper we propose an entirely new approach to deal with the testing problem.

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Publisher Info
Paper provided by Catholique de Louvain - Institut de statistique in its series Papers with number 9912.

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Length: 12 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:louvis:9912

Contact details of provider:
Postal: Universite Catholique de Louvain, Institut de Statistique, Voie du Roman Pays, 34 B-1348 Louvain- La-Neuve, Belgique.

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Related research
Keywords: TESTS ; ESTIMATOR ; ECONOMETRICS;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation

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This page was last updated on 2009-12-16.


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