Backfitting tests in generalized structured models
提出了一种基于平滑回拟合的bootstrap检验方法，用于半参数广义结构化模型的模型设定检验和变量选择，模拟显示效果良好。
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 estimators are obtained by smooth backfitting. Simulation studies show excellent performance of the test procedures.