This is a preview. Log in through your library . Abstract Consider the heteroscedastic nonparametric regression model with random design Yi = f(Xi) + V1/2(Xi)εi, i = 1,2,...,n, with f(·) and V(·) α- ...
Analysis of variance (ANOVA) is a statistical analysis tool that separates total variability found within a data set into two components: random and systematic factors.
In this paper we study the problem of testing the functional form of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in ...
In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...
Model fit can be assessed using the difference between the model's predictions and new data (prediction error—our focus this month) or between the estimated and ...