On testing for no effect of a predictor on response variable, some tests have been proposed in the literature. In this paper, one of them being a cusum test proposed by Buckley[1] is studied further. This test can be ...On testing for no effect of a predictor on response variable, some tests have been proposed in the literature. In this paper, one of them being a cusum test proposed by Buckley[1] is studied further. This test can be extended to treating the non-normal and time series cases. A Kolmogonov- Smirnov type test is suggested and studied too. The main observation is the link between the statistic and the Brownian bridge. Some small sample experiments are conducted to examine the power of the tests. In some non-normal cases the power is encouraging.展开更多
基金the National Natural Sciences Foundation of China a Grant from the United College of Chinese University of Hong Kong
文摘On testing for no effect of a predictor on response variable, some tests have been proposed in the literature. In this paper, one of them being a cusum test proposed by Buckley[1] is studied further. This test can be extended to treating the non-normal and time series cases. A Kolmogonov- Smirnov type test is suggested and studied too. The main observation is the link between the statistic and the Brownian bridge. Some small sample experiments are conducted to examine the power of the tests. In some non-normal cases the power is encouraging.
