Electronic International Standard Serial Number (EISSN)
(copyright) 2019, Sociedad de Estadística e Investigación Operativa.The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a L2-distance comparing a parametric and nonparametric regression estimators is proposed. Asymptotic properties of the test statistic, both under the null hypothesis and under local alternatives, are derived. Additionally, a bootstrap procedure is designed to calibrate the test in practice. Finite sample performance of the test is analyzed through a simulation study, and its applicability is illustrated using a real data example.
bootstrap; least squares; local linear regression; model checking; spatial correlation