Mathematics
4 years ago

Revolutionary Bootstrap Tests Ensure Reliable Regression Model Error Distribution Analysis

RePEc: Research Papers in Economics
Bootstrap tests for the error distribution in linear and nonparametric regression models
Eva­-Renate Nagel, Holger Dette, Natalie Neumeyer

Paper Summary

The article explores tests for the error distribution in linear and nonparametric regression models. The researchers used the parametric bootstrap method to address the issue of non-distribution-free tests. Their findings show that the parametric bootstrap test is reliable and accessible, even with moderate sample sizes, for testing assumptions about the error distribution in these models.

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