Comparing Nonparametric Versus Parametric Regression Fits
Wolfgang Karl Härdle,Enno Mammen +1 more
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TLDR
In this paper, the wild bootstrap method was used to fit Engel curves in expenditure data analysis, and it was shown that the standard way of bootstrapping this statistic fails.Abstract:
In general, there will be visible differences between a parametric and a nonparametric curve estimate. It is therefore quite natural to compare these in order to decide whether the parametric model could be justified. An asymptotic quantification is the distribution of the integrated squared difference between these curves. We show that the standard way of bootstrapping this statistic fails. We use and analyse a different form of bootstrapping for this task. We call this method the wild bootstrap and apply it to fitting Engel curves in expenditure data analysis.read more
Citations
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References
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Applied nonparametric methods
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On the use of nonparametric regression for model checking
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