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A test of linearity in partial functional linear regression

Author

Listed:
  • Ping Yu

    (Beijing University of Technology
    Shanxi Normal University)

  • Zhongzhan Zhang

    (Beijing University of Technology)

  • Jiang Du

    (Beijing University of Technology)

Abstract

This paper investigates the hypothesis test of the parametric component in partial functional linear regression. We propose a test procedure based on the residual sums of squares under the null and alternative hypothesis, and establish the asymptotic properties of the resulting test. A simulation study shows that the proposed test procedure has good size and power with finite sample sizes. Finally, we present an illustration through fitting the Berkeley growth data with a partial functional linear regression model and testing the effect of gender on the height of kids.

Suggested Citation

  • Ping Yu & Zhongzhan Zhang & Jiang Du, 2016. "A test of linearity in partial functional linear regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(8), pages 953-969, November.
  • Handle: RePEc:spr:metrik:v:79:y:2016:i:8:d:10.1007_s00184-016-0584-x
    DOI: 10.1007/s00184-016-0584-x
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    References listed on IDEAS

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    1. Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal, 1999. "Functional linear model," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 11-22, October.
    2. André Mas, 2007. "Testing for the Mean of Random Curves: A Penalization Approach," Statistical Inference for Stochastic Processes, Springer, vol. 10(2), pages 147-163, July.
    3. Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe, 2011. "Structural test in regression on functional variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 422-447, March.
    4. Hervé Cardot & Frédéric Ferraty & André Mas & Pascal Sarda, 2003. "Testing Hypotheses in the Functional Linear Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 241-255, March.
    5. Ying Lu & Jiang Du & Zhimeng Sun, 2014. "Functional partially linear quantile regression model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(2), pages 317-332, February.
    6. Aneiros-Pérez, Germán & Vieu, Philippe, 2006. "Semi-functional partial linear regression," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1102-1110, June.
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