Goodness-of Fit Tests in Regression via Nonparametric Function Techniques

  • Kim, Jong-Tae (Department of Statistics, Pusan University of Foreign Studies) ;
  • Moon, Gyoung-Ae (Department of Statistics, Kyungpook National University)
  • Published : 1994.12.30

Abstract

A proposed test statistic is obtained by multiplying constant weights by the Neumann smooth type statistic discussed by Eubank and Hart(1993) in order to observe the effect of weight. It has very good results of power studies. Another advantage of this test is that it simultaneously provides an important diagnostic tools that can be used in many cases to determine how the model should be adjusted.

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