Nonparametric comparison of regression curves by local linear fitting
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.
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Volume (Year): 60 (2002)
Issue (Month): 1 (November)
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- de Fontenay, Catherine & Gorgens, Tue & Liu, Haoming, 2002. "The Role of Mobility in Offsetting Inequality: A Nonparametric Exploration of the CPS," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 48(3), pages 347-70, September.
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