Test for Linearity in Non-Parametric Regression Models
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Published:2022-01-24
Issue:1
Volume:51
Page:16-34
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ISSN:1026-597X
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Container-title:Austrian Journal of Statistics
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language:
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Short-container-title:AJS
Author:
Djaballah-Djeddour Khedidja,Tazerouti Moussa
Abstract
The problem of checking the linearity of a regression relationship is addressed. The test uses nonparametric estimation techniques. The null hypothesis is that the regression function is linear; it is tested against the non-specic alternatives hypotheses. This test is based on a Hermite transform characterization of conditional expectations. A statistical test is derived, the distribution of this statisticunder the null hypothesis of linearity is determined. A power study using simulation shows the new statistic to be more sensitive to non-linearity.
Publisher
Austrian Statistical Society
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability