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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/6271
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| ws988539.PDF | -- 2010-01-04 -- Available on Internet -- preprint | 1,16 MB | Adobe PDF | |  |
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| Title: | Constant coefficient tests for random coefficient regression |
| Author(s): | Delicado, Pedro
Romo, Juan |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Estadística |
| Issued date: | Mar-1999 |
| URI: | http://hdl.handle.net/10016/6271 |
| Abstract: | Random coefficient regression models habe been applied in different fields and they constitute a unifying setup for many statistical problems. The nonparametric study of this model started with Beran and Hall (1992) and it has become a fruitful framework. In this paper we propose and study statistics for testing a basic hypothesis concerning this model: the constancy of coefficients. The asymptotic behavior of the statistics is investigated and bootstrap approximations are used in order to determine the critical values of the test statistics. A simulation study illustrates the performance of the proposals. |
| Serie / Nº.: | UC3M Working Papers. Statistics and Econometrics
98-85-39 |
| Keywords: | Goodnes-of-fit
linear regression
random coeficients |
| Appears in Collections: | DES - Working Papers. Statistics and Econometrics. WS
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