A goodness-of-fit test for regression models with spatially correlated errors
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866917580304809984 |
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| author | Meilán-Vila, Andrea Opsomer, Jean D. Francisco-Fernández, Mario Crujeiras, Rosa M. |
| author_facet | Meilán-Vila, Andrea Opsomer, Jean D. Francisco-Fernández, Mario Crujeiras, Rosa M. |
| contents | The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a $L_2$-distance comparing a parametric and a nonparametric regression estimators is proposed. Asymptotic properties of the test statistic, both under the null hypothesis and under local alternatives, are derived. Additionally, a bootstrap procedure is designed to calibrate the test in practice. Finite sample performance of the test is analyzed through a simulation study, and its applicability is illustrated using a real data example. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2402_00512 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A goodness-of-fit test for regression models with spatially correlated errors Meilán-Vila, Andrea Opsomer, Jean D. Francisco-Fernández, Mario Crujeiras, Rosa M. Methodology 62G10 (Primary), G2H11, G2G08, 62G09 (Secondary) The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a $L_2$-distance comparing a parametric and a nonparametric regression estimators is proposed. Asymptotic properties of the test statistic, both under the null hypothesis and under local alternatives, are derived. Additionally, a bootstrap procedure is designed to calibrate the test in practice. Finite sample performance of the test is analyzed through a simulation study, and its applicability is illustrated using a real data example. |
| title | A goodness-of-fit test for regression models with spatially correlated errors |
| topic | Methodology 62G10 (Primary), G2H11, G2G08, 62G09 (Secondary) |
| url | https://arxiv.org/abs/2402.00512 |