Testing a Regression Model when we Have Smooth Alternatives in Mind
Goodness-of-fit tests based on residual sum of squares are a standard procedure in fitiing regression models. Often we have a smooth alternative in mind, a qualitative feature that the X2-test does not take into account. We show that the power of detecting a smooth alternative increases when we smooth the current model as well. The proposed test is shown to be able to detect any continuous local alternative tending to zero slower than n-1/2. Theoretical results also address minimax nonparametric hypothesis testing in Sobolev spaces.
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|Date of creation:||1998|
|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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