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1998-08-01Buch DOI: 10.18452/3763
An equality test across nonparametric regressions
dc.contributor.authorLavergne, Pascal
dc.date.accessioned2017-06-15T22:02:41Z
dc.date.available2017-06-15T22:02:41Z
dc.date.created2006-03-15
dc.date.issued1998-08-01
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4415
dc.description.abstractA procedure for testing equality across nonparametric regressions is proposed. The procedure allows for any dimension of the explanatory variables and for any number of subsamples. We consider the case of random explanatory variables and allow the designs of the regressors and the number of observations to dier across subsamples. The division into subsamples is defined through a variable C which can be either fixed or random. In the case of a random C, our procedure is a general test of significance for qualitative variables in a nonparametric regression. In the case of a fixed C, our procedure provides a “nonparametric analysis of covariance”. In both case, the test is a one-sided normal test and is consistent against all alternatives. We study its small sample behavior through Monte-Carlo simulations.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectNonparametric regressioneng
dc.subjectHypothesis testingeng
dc.subjectQualitative variableseng
dc.subjectCovariance analysiseng
dc.subject.ddc330 Wirtschaft
dc.titleAn equality test across nonparametric regressions
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10060564
dc.identifier.doihttp://dx.doi.org/10.18452/3763
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages48
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1998
local.edoc.container-issue79
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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