In this paper, we discuss the problem of testing the hypothesis that the underlying regression isa partial linear model. A test statistic, which is based on the quadratic form of a cusum process of residuals,is propos...In this paper, we discuss the problem of testing the hypothesis that the underlying regression isa partial linear model. A test statistic, which is based on the quadratic form of a cusum process of residuals,is proposed. The asymptotic distributions of the test statistic under null hypothesis and the local alternativehypothesis are given. The number simulation shows that the test is available.展开更多
基金This work was partly supported by the Knowledge Innovation Project of ChineseAcademy of Sciences (Grant No. KZCX2-SW-118) and the National Natural Science Foundation of China (Grant No. 19791093).
文摘In this paper, we discuss the problem of testing the hypothesis that the underlying regression isa partial linear model. A test statistic, which is based on the quadratic form of a cusum process of residuals,is proposed. The asymptotic distributions of the test statistic under null hypothesis and the local alternativehypothesis are given. The number simulation shows that the test is available.
