Arbeitspapier
Nonparametric comparison of regression curves - an empirical process approach
We propose a new test for the comparison of two regression curves, which is based on a difference of two marked empirical processes based on residuals. The large sample behaviour of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In contrast to most procedures suggested in the literature the new procedure is applicable in the case of different design points and heteroscedasticity. Moreover, it is demonstrated that the proposed test detects continuous alternatives converging to the null at a rate N-1/2. In the case of equal design points the fundamental statistic reduces to a test statistic proposed by Delgado (1993) and therefore resembles in spirit classical goodness-of-fit tests. As a byproduct we explain the problems of a related test proposed by Kulasekera (1995) and Kulasekera and Wang (1997) with respect to accuracy in the approximation of the level. These difficulties mainly originate from the comparison with the quantiles of an inappropriate limit distribution. A simulation study is conducted to investigate the finite sample properties of a wild bootstrap version of the new tests.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 2000,62
- Thema
-
comparison of regression curves
goodness of fit
marked empirical process
VC classes
U processes
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Dette, Holger
Neumeyer, Natalie
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
2000
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Dette, Holger
- Neumeyer, Natalie
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2000
Ähnliche Objekte (12)
A power comparison between nonparametric regression tests
Non-crossing nonparametric estimates of quantile curves
Testing strict monotonicity in nonparametric regression
Estimating a convex function in nonparametric regression
Equivalence of regression curves
Testing for symmetric error distribution in nonparametric regression models
Some methodological aspects of validation of models in nonparametric regression
Testing for a constant coefficient of variation in nonparametric regression
Testing symmetry in nonparametric regression models
Strictly monotone and smooth nonparametric regression for two or more variables
On the estimation of a monotone conditional variance in nonparametric regression
new test for the parametric form of the variance function in nonparametric regression
A power comparison between nonparametric regression tests
Non-crossing nonparametric estimates of quantile curves
Testing strict monotonicity in nonparametric regression
Estimating a convex function in nonparametric regression
Equivalence of regression curves
Testing for symmetric error distribution in nonparametric regression models
Some methodological aspects of validation of models in nonparametric regression
Testing for a constant coefficient of variation in nonparametric regression
Testing symmetry in nonparametric regression models
Strictly monotone and smooth nonparametric regression for two or more variables
On the estimation of a monotone conditional variance in nonparametric regression
new test for the parametric form of the variance function in nonparametric regression
A power comparison between nonparametric regression tests
Non-crossing nonparametric estimates of quantile curves
Testing strict monotonicity in nonparametric regression
Estimating a convex function in nonparametric regression
Equivalence of regression curves
Testing for symmetric error distribution in nonparametric regression models
Some methodological aspects of validation of models in nonparametric regression
Testing for a constant coefficient of variation in nonparametric regression
Testing symmetry in nonparametric regression models
Strictly monotone and smooth nonparametric regression for two or more variables
On the estimation of a monotone conditional variance in nonparametric regression