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Nonparametric comparison of regression curves by local linear fitting

Gorgens, Jakob (Tue)

Description

This paper proposes a new nonparametric test for the hypothesis that the regression functions in two or more populations are the same. The test is based on local linear estimates using data-driven bandwidth selectors. The test is applicable to data with random regressors and heteroskedastic responses. Simulations indicate the test has good power.

CollectionsANU Research Publications
Date published: 2002
Type: Journal article
URI: http://hdl.handle.net/1885/75055
Source: Statistics and Probability Letters
DOI: 10.1016/S0167-7152(02)00283-3

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