On the Use of Nonparametric Regression for Checking Linear Relationships
本文提出一种伪似然比检验统计量，通过平滑残差图来检测回归关系的非线性，数值模拟表明该统计量比Durbin-Watson统计量对非线性更敏感。
SUMMARY The problem of checking the linearity of a regression relationship is addressed through the idea of smoothing of a residual plot. A pseudolikelihood ratio test statistic, which measures the distance between the nonparametric and the parametric models, is derived as a ratio of quadratic forms. The distribution of this statistic under the null hypothesis of linearity is calculated numerically by using Johnson curves. A power study shows the new statistic to be more sensitive to non-linearity than the Durbin-Watson statistic.