Robust tests for the regression parameter in semiparametric partly linear models
03/12/2003 Wednesday 3rd December 2003, 10:00 (Room P3.10, Mathematics Building)
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Graciela Boente, CONICET and Universidad de Buenos Aires
This talk focuses on the problem of testing the null hypothesis $H_{0\boldsymbol{\beta}}:\boldsymbol{\beta}=\boldsymbol{\beta}_o$ under a semiparametric partly linear regression model, $y_i=\boldsymbol{x}_i' +g(t_i)+\epsilon_i$, $1\leq i\leq n$, by using a threestep robust estimate for the regression parameter and the regression function. Two families of tests statistics are considered and their asymptotic distribution are studied under the null hypothesis and under contiguous alternatives. A Monte Carlo study is performed to compare the finite sample behavior of the proposed tests with the classical ones.
