Testing for no effect in nonparametric regression via spline smoothing techniques

  • Juei-Chao Chen


We propose three statistics for testing that a predictor variable has no effect on the response variable in regression analysis. The test statistics are integrals of squared derivatives of various orders of a periodic smoothing spline fit to the data. The large sample properties of the test statistics are investigated under the null hypothesis and sequences of local alternatives and a Monte Carlo study is conducted to assess finite sample power properties.

Key words and phrases

Asymptotic distribution local alternatives nonparametric regression Monte Carlo 


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Copyright information

© The Institute of Statistical Mathematics 1994

Authors and Affiliations

  • Juei-Chao Chen
    • 1
  1. 1.Graduate Institute of Statistics and Actuarial ScienceFeng Chia UniversityTaichungTaiwan, ROC

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