Testing a Nonlinear Regression Specification: A Nonregular Case
作者:
A.Ronald Gallant,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1977)
卷期:
Volume 72,
issue 359
页码: 523-530
ISSN:0162-1459
年代: 1977
DOI:10.1080/01621459.1977.10480606
出版商: Taylor & Francis Group
关键词: Nonlinear regression;Hypothesis testing;Segmented regression
数据来源: Taylor
摘要:
A statistical test of whether an additive nonlinear term in the response function should be omitted from a nonlinear regression specification is considered. The regularity conditions used to obtain the asymptotic distributions of the customary test statistics are violated when the null hypothesis of omission is true. Moreover, standard iterative algorithms are likely to perform poorly when the data support the null hypothesis. Methods designed to circumvent these mathematical and computational difficulties are described and illustrated.
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