非参数回归模型的线性检验

IF 0.6 Q4 STATISTICS & PROBABILITY

Austrian Journal of Statistics Pub Date : 2022-01-24 DOI:10.17713/ajs.v51i1.1047

Khedidja Djaballah-Djeddour, Moussa Tazerouti

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引用次数: 0

摘要

解决了检验回归关系线性的问题。该测试使用非参数估计技术。零假设是回归函数是线性的;对非特异性替代假设进行了检验。这个测试是基于条件期望的赫米特变换特征。导出了一个统计检验，确定了该统计量在线性零假设下的分布。仿真结果表明，新统计量对非线性更敏感。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Test for Linearity in Non-Parametric Regression Models

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.

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来源期刊

Austrian Journal of Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

审稿时长

24 weeks

期刊介绍： The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.