New test simplifies selecting variables in nonparametric regression, improving accuracy.
A new test has been developed to choose important factors in nonparametric regression without needing to consider all variables. This test is helpful in avoiding the issue of having too many variables to analyze. It uses a statistic based on nonparametric residuals to detect certain patterns in the data. The test is reliable even with small sample sizes, as shown in simulations. This method can also be used to test other restrictions on nonparametric regression curves.
