Backfitting tests in generalized structured models
广义结构模型中的回代检验
Summary We introduce bootstrap tests for semiparametric generalized structured models. These can be used for testing different kinds of model specifications like separability, functional forms and homogeneity of effects, or for performing variable selection in a large class of semiparametric models. The test statistics are based on the comparison of non- and semiparametric alternatives in which both the null hypothesis and the alternative are non- or semiparametric. All…