Testing model assumptions in functional regression models

被引:10
|
作者
Buecher, Axel [1 ]
Dette, Holger [1 ]
Wieczorek, Gabriele [1 ]
机构
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
关键词
Goodness-of-fit tests; Functional data; Parametric bootstrap; Tests for heteroscedasticity; F-TEST;
D O I
10.1016/j.jmva.2011.05.014
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In the functional regression model where the responses are curves, new tests for the functional form of the regression and the variance function are proposed, which are based on a stochastic process estimating L-2-distances. Our approach avoids the explicit estimation of the functional regression and it is shown that normalized versions of the proposed test statistics converge weakly. The finite sample properties of the tests are illustrated by means of a small simulation study. It is also demonstrated that for small samples, bootstrap versions of the tests improve the quality of the approximation of the nominal level. (C) 2011 Elsevier Inc. All rights reserved.
引用
收藏
页码:1472 / 1488
页数:17
相关论文
共 50 条
  • [1] Testing model assumptions in multivariate linear regression models
    Dette, H
    Munk, A
    Wagner, T
    JOURNAL OF NONPARAMETRIC STATISTICS, 2000, 12 (03) : 309 - 342
  • [2] Evaluating the assumptions of linear regression models
    Dewey, Cate
    JOURNAL OF SWINE HEALTH AND PRODUCTION, 2007, 15 (05): : 255 - 257
  • [3] ASSUMPTIONS OF LINEAR REGRESSION MODEL
    POOLE, MA
    OFARRELL, PN
    TRANSACTIONS OF THE INSTITUTE OF BRITISH GEOGRAPHERS, 1971, (52) : 145 - 158
  • [4] MULTIPLE-REGRESSION WITH DATA COLLECTED FROM RELATIVES - TESTING ASSUMPTIONS OF THE MODEL
    NEALE, MC
    EAVES, LJ
    KENDLER, KS
    HEATH, AC
    KESSLER, RC
    MULTIVARIATE BEHAVIORAL RESEARCH, 1994, 29 (01) : 33 - 61
  • [5] TESTING THE ASSUMPTIONS UNDERLYING MULTIPLE-REGRESSION
    SEVIER, FAC
    JOURNAL OF EXPERIMENTAL EDUCATION, 1957, 25 (04): : 323 - 330
  • [6] Testing for error correlation in partially functional linear regression models
    Li, Qian
    Tan, Xiangyong
    Wang, Liming
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2021, 50 (03) : 747 - 761
  • [7] Testing for no effect in the spatial functional linear regression model
    Bouka, Stephane
    Bello, Kowir Pambo
    Nkiet, Guy Martial
    SOUTH AFRICAN STATISTICAL JOURNAL, 2024, 58 (01) : 1 - 18
  • [8] Testing model specification in seemingly unrelated regression models
    Timm, NH
    Al-Subaihi, AA
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2001, 30 (04) : 579 - 590
  • [9] Testing identifying assumptions in fuzzy regression discontinuity designs
    Arai, Yoichi
    Hsu, Yu-Chin
    Kitagawa, Toru
    Mourifie, Ismael
    Wan, Yuanyuan
    QUANTITATIVE ECONOMICS, 2022, 13 (01) : 1 - 28
  • [10] SELECTIVE REGRESSION TESTING - ASSUMPTIONS AND FAULT DETECTING ABILITY
    LEUNG, HKN
    INFORMATION AND SOFTWARE TECHNOLOGY, 1995, 37 (10) : 531 - 537