A Goodness-of-Fit Test for the Functional Linear Model with Scalar Response

By Eduardo Garc'ia-Portugu'es, Wenceslao González-Manteiga, M. Febrero–Bande. 2012

74 citations recorded by the source corpus.

This article proposes a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response. The test is based on a generalization to the functional framework of a previous one, designed for the goodness-of-fit of regression models with multivariate covariates using random projections. The test statistic is easy to compute using geometrical and matrix arguments, and simple to calibrate in its distribution by a wild bootstrap on the residuals. The finite sample properties of the test are illustrated by a simulation study for several types of basis and under different alternatives. Finally, the test is applied to two datasets for checking the assumption of the functional linear model and a graphical tool is introduced. Supplementary materials are available online.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7aa592d680cf06db3b64d8cb2769f09c17606d92

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In Statistics and Probability

1. Pedro Galeano
2. Wenceslao González-Manteiga
3. M. Febrero–Bande
4. Han Lin Shang
5. Dominik Liebl

Citations in the corpus

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