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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 2000,41
- Thema
-
goodness-of-fit test
weighted least squares
optimal design
maximin optimality
D1-optimality
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Biedermann, Stefanie
Dette, Holger
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
2000
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Biedermann, Stefanie
- Dette, Holger
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2000
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