Comparisons between Goodness-of-Fit Tests for ametric Model via Nonparametric Fit
Choon-Rak Kim, Chan-Kon Hong, Meeseon Jeong
Abstract
Choon-Rak Kim, Chan-Kon Hong, Meeseon Jeong
Abstract
Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.
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Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.
Key concepts: Goodness of fit, Nonparametric statistics, Statistics, Mathematics, Parametric statistics, Semiparametric regression, Econometrics, Statistical hypothesis testing