An equality test across nonparametric regressions

An equality test across nonparametric regressions

A procedure for testing equality across nonparametric regressions is proposed The proce dure 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 di er across subsamples The division into subsamples is de ned through a variable C which ...

An equality test across nonparametric regressions

A procedure for testing equality across nonparametric regressions is proposed The proce dure 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 di er across subsamples The division into subsamples is de ned through a variable C which ...

A Comparative Study Of Parametric And Nonparametric Regressions

A Nonparametric Two-Sample Wald Test of Equality of Variances

We develop a test for equality of variances given two independent random samples of observations. The test can be expected to perform well when both sample sizes are at least moderate and the sample variances are asymptotically equivalent to the maximum likelihood estimators of the population variances. The test is motivated by and is here assessed for the case when both populations sampled are...

A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions

This paper presents a method to test for multimodality of an estimated kernel density of parameter estimates from a local-linear least-squares regression derivative. The procedure is laid out in seven simple steps and a suggestion for implementation is proposed. A Monte Carlo exercise is used to examine the finite sample properties of the test along with those from a calibrated version of it wh...