SFB 303 Discussion Paper No. A - 389
Author: Härdle, Wolfgang, and Alois Kneip
Title: Testing a Regression Model When We Have Smooth Alternatives in Mind
Abstract: Goodness-of-fit tests based on residual sum of squares are a standard
procedure in fitting regression models. Often we have a smooth alternative
in mind, a qualitative feature that the X^2-test does not take into account.
We show that the power of detecting a smooth alternative increases when we
smooth the current model as well. The procedure is applied to expenditure
Creation-Date: December 1992
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