Statistical inference on nonparametric regression model with approximation of Fourier series function: Estimation and hypothesis testing

基于傅里叶级数函数近似的非参数回归模型的统计推断:估计和假设检验

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Abstract

Nonparametric regression is an approximation method in regression analysis that is not constrained by the assumption of knowing the regression curve. One of the functions to approximate the curve is a Fourier series function. The nonparametric regression model with approximation of a Fourier series function has been widely discussed by several researchers. However, discussions on statistical inference, particularly in partial hypothesis testing, has not been carried out previously. Therefore, the purpose of this research is to discuss the statistical inference on nonparametric regression model with approximation of a Fourier series function. The discussion includes parameter and model estimations, simultaneous and partial hypotheses testing. In the application, we use life expectancy data from East Java Province during 2022. Based on data analysis, we obtain a model estimation with an R-square value of 96.24 %. At a 5 % significance level, the parameters simultaneously have a significant influence on the model. Partially, four parameters are not significant. However, overall, the predictor variables significantly influence the life expectancy data.•The Fourier series function used is a Fourier series function introduced by Bilodeau (1992).•The model estimation is obtained by selecting the optimal number of oscillation parameters.•The statistical test is obtained using the LRT method.

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