Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Testing the Goodness of Fit of a Parametric Model via Smoothing Parameter Estimate

  • Kim, Choongrak (Changkon Hong Meeseon Jeong Department of Statistics, Pusan National University)
  • Published : 2001.12.01
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Abstract

In this paper we propose a goodness-of-fit test statistic for testing the (null) parametric model versus the (alternative) nonparametric model. Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. Our test is based on the bootstrap estimator of the probability that the smoothing parameter estimator is infinite when fitting residuals to cubic smoothing spline. Power performance of this test is investigated and is compared with many other tests. Illustrative examples based on real data sets are given.

Keywords

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