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1998-02-16Buch DOI: 10.18452/3714
Nonparametric Estimation and Testing of Interaction in Additive Models
dc.contributor.authorSperlich, Stefan
dc.contributor.authorTjøstheim, Dag
dc.contributor.authorYang, Lijian
dc.date.accessioned2017-06-15T21:53:21Z
dc.date.available2017-06-15T21:53:21Z
dc.date.created2006-01-20
dc.date.issued1998-02-16
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4366
dc.description.abstractWe consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are proposed. Asymptotics for the test functions are obtained, but in this case the asymptotics produce inaccurate results unless the number of observations is very large. For small or moderate sample sizes a bootstrap procedure is suggested and is shown to work well on a simulated example. Finally, our methods are illustrated on a five-dimensional production function for a set of Wisconsin farm data. In particular, the separability hypothesis for the production function is discussed.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectNonparametric Regressioneng
dc.subjectAdditive Modelseng
dc.subjectTesting Additivityeng
dc.subjectDerivative Estimationeng
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric Estimation and Testing of Interaction in Additive Models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10056484
dc.identifier.doihttp://dx.doi.org/10.18452/3714
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages35
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1998
local.edoc.container-issue14
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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