In this paper we study the problem of testing the functional form of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in ...

MANOVA is a statistical test that extends the scope of the more commonly used ANOVA, that allows differences between three or more independent groups of explanatory (independent or predictor) ...

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet ...

A categorical variable is defined as one that can assume only a limited number of values. For example, a person's sex is a categorical variable that can assume one of two values. Variables with levels ...

In this short course we will cover how to analyze simple and multiple linear regression models. You will learn concepts in linear regression such as: 1) How to use the F-test to determine if your ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...