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Texas A&M statistician Clifford Spiegelman is one of two Texas A&M University faculty members honored as 2014 Fellows of the American Association for the Advancement of Science (AAAS) for scientifically or socially distinguished efforts to advance science or its applications.Read More →
11:30 AM / 12:00 PM Blocker Building (BLOC) 979-845-3141
11:30 AM / 12:30 PM Blocker Building (BLOC), Room 113 979-845-3141
Department of Statistics
North Carolina State University
"Testing for Additivity in Nonparametric Regression"
This talk presents a novel approach for testing for additivity in nonparametric regression. We represent the model using a linear mixed model framework and equivalently re-write the original testing problem as testing for a subset of zero variance components. We propose two testing procedures: the restricted likelihood ratio test and the generalized F test. We develop the finite sample null distribution of the restricted likelihood ratio test and generalized test using the spectral decomposition of the restricted likelihood ratio and the residual sum of squares respectively. The null distribution is non-standard and we provide a fast algorithm to simulate from the null distribution of the tests. We show, through numerical investigation, that the proposed testing procedures outperform the available methods for both fixed and random designs in terms of size and power. The proposed methods have been implemented in the open R package lmeVarComp, available at the Comprehensive R Archive Network.