SFB 303 Discussion Paper No. A - 177

Author: Härdle, W., and E. Mammen
Title: Comparing Non Parametric versus Regression Fits
Abstract: A common approach to modeling regression data is to assume that a certain parametric model sufficiently describes the structure of the observations. Nonparametric smoothing techniques relax such parametric structural assumptions and yield estimates of more flexible character. It is quite natural to compare these two approaches. In this paper we use a new bootstrap method in order to judge visible differences between the two estimators. We call this method the wild bootstrap and apply it to the questions of fitting of Engel curves.
Creation-Date: July 1988
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