Title: The effect of smoothing on tests based on regression residuals
Authors: Natalia Perez-Veiga - Universidade de Vigo (Spain) [presenting]
Juan-Carlos Pardo-Fernandez - Universidade de Vigo (Spain)
Abstract: In the regression context, several testing procedures have been designed based on the distribution of the residuals. Typically, the distribution functions involved in test statistics are estimated using the empirical distribution function, which, because of its discontinuous nature, can result in poor estimates of the true distribution function. Through a simulation study, it is shown that replacing the empirical distribution function by its smoothed version results in a power improvement. This methodology is applied to the particular cases of goodness-of-fit tests and comparison of regression curves.