An equality test across nonparametric regressions
An equality test across nonparametric regressions
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DOI：
10.1016/s0304-4076(01)00046-x
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发表时间：
2001-07-01
影响因子：
6.3
通讯作者：
Lavergne, P
中科院分区：
文献类型：
--
作者：
Lavergne, P
We propose a procedure for testing the equality of several nonparametric multivariate regressions. We allow the regressors' designs and the number of observations to differ across subsamples. The division into subsamples is defined through a variable C which can be either fixed or random. For a random C, our procedure is a general test or significance for qualitative variables in a nonparametric regression. For a fixed C, our procedure provides a 'nonparametric analysis of covariance', which is valid for cross-section or panel data. In both cases, the test is a one-sided normal test acid is consistent against all alternatives. (C) 2001 Elsevier Science S.A. All rights reserved.
