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Lack-of-fit tests based on weighted ratio of residuals and variances. (English) Zbl 1281.62104

Summary: This article proposes a new lack-of-test based on the weighted ratio of residuals and variances for partially linear regression models. The large and small sampling properties of the proposed test are established. The testing procedure is illustrated via several examples. Simulation studies show that the testing procedures are powerful even in small samples. An application of the test to a real data set is presented.

MSC:

62G08 Nonparametric regression and quantile regression
62H12 Estimation in multivariate analysis
62G05 Nonparametric estimation
65C60 Computational problems in statistics (MSC2010)
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