Testing Linearity of Nonparametric Component in Partially Linear Model
Lixin Song · 东北数学：英文版 · 2007
In this paper,we propose the test statistic to check whether the nonpara- metric function in partially linear models is linear or not.We estimate the nonpara- metric function in alternative by using the local linear method,and then estimate the parameters by the two stage method.The test statistic under the null hypothesis is calculated,and it is shown to be asymptotically normal.