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We construct efficient designs for the Michaelis-Menten enzyme kinetic model capable of checking model assumption. An extended model, called EMAX model is also considered for this purpose. This model is widely used in pharmacokinetics and reduces to the Michaelis- Menten model for a specific...
Persistent link: https://www.econbiz.de/10010296607
Properties of a specification test for the parametric form of the variance function in diffusion processes dXt = b (t,Xt) dt + sigma (t,Xt) dWt are discussed. The test is based on the estimation of certain integrals of the volatility function. If the volatility function does not depend on the...
Persistent link: https://www.econbiz.de/10010296615
In this note we consider several goodness-of-fit tests for model specification in non- parametric regression models which are based on kernel methods. In order to circumvent the problem of choosing a bandwidth for the corresponding test statistic we propose to consider the statistics as...
Persistent link: https://www.econbiz.de/10010296632
In the common nonparametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the empirical processes obtained from the standardized nonparametric residuals under the null hypothesis (of...
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For the problem of testing symmetry of the error distribution in a nonparametric regression model we propose as a test statistic the difference between the two empirical distribution functions of estimated residuals and their counterparts with opposite signs. The weak convergence of the...
Persistent link: https://www.econbiz.de/10010306258