Testing for linearity |
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| Authors: | Sándor Csörgő |
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| Institution: | Szeged University and University of California, San Diego, La Jolla, CA 92093, USA |
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| Abstract: | A nonparametric large sample test is proposed for testing the linearity of a regression model with independent and identically distributed errors satisfying only a very mild tail condition. The statistic is based on the functional least squares estimator of the slope vector. The test is applied to the stack loss data. |
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| Keywords: | linearity of regression functional least squares nonparametric test |
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