Arbeitspapier
Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
For the problem of checking linearity in a heteroscedastic nonparametric regression model under a fixed design assumption we study maximin designs which maximize the minimum power of a nonparametric test over a broad class of alternatives from the assumed linear regression model. It is demonstrated that the optimal design depends sensitively on the used estimation technique (i.e. weighted or ordinary least squares) and on an inner product used in the definiton of the class of alternatives. Our results extend and put recent finndings of Wiens (1991) in a new light, who established the maximin optimality of the uniform design for lack-of-fit tests in homoscedastic multiple linear regression models.
- Language
-
Englisch
- Bibliographic citation
-
Series: Technical Report ; No. 2000,41
- Subject
-
goodness-of-fit test
weighted least squares
optimal design
maximin optimality
D1-optimality
- Event
-
Geistige Schöpfung
- (who)
-
Biedermann, Stefanie
Dette, Holger
- Event
-
Veröffentlichung
- (who)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
-
Dortmund
- (when)
-
2000
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Biedermann, Stefanie
- Dette, Holger
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2000
Other Objects (12)
Testing strict monotonicity in nonparametric regression
Testing for symmetric error distribution in nonparametric regression models
Testing symmetry in nonparametric regression models
Testing for a constant coefficient of variation in nonparametric regression
On the estimation of a monotone conditional variance in nonparametric regression
Estimating a convex function in nonparametric regression
A power comparison between nonparametric regression tests
Nonparametric comparison of regression curves - an empirical process approach
Some methodological aspects of validation of models in nonparametric regression
Strictly monotone and smooth nonparametric regression for two or more variables
new test for the parametric form of the variance function in nonparametric regression
Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution
Testing strict monotonicity in nonparametric regression
Testing for symmetric error distribution in nonparametric regression models
Testing symmetry in nonparametric regression models
Testing for a constant coefficient of variation in nonparametric regression
On the estimation of a monotone conditional variance in nonparametric regression
Estimating a convex function in nonparametric regression
A power comparison between nonparametric regression tests
Nonparametric comparison of regression curves - an empirical process approach
Some methodological aspects of validation of models in nonparametric regression
Strictly monotone and smooth nonparametric regression for two or more variables
new test for the parametric form of the variance function in nonparametric regression
Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution
Testing strict monotonicity in nonparametric regression
Testing for symmetric error distribution in nonparametric regression models
Testing symmetry in nonparametric regression models
Testing for a constant coefficient of variation in nonparametric regression
On the estimation of a monotone conditional variance in nonparametric regression
Estimating a convex function in nonparametric regression
A power comparison between nonparametric regression tests
Nonparametric comparison of regression curves - an empirical process approach
Some methodological aspects of validation of models in nonparametric regression
Strictly monotone and smooth nonparametric regression for two or more variables
new test for the parametric form of the variance function in nonparametric regression