A new test based on weighted residual processes with smooth bootstrap maintains correct size and detects local alternatives at rate 1/sqrt(n) for regression model checking when predictor dimension diverges with sample size.
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Model Checking for Regressions Based on Weighted Residual Processes with Diverging Number of Predictors
A new test based on weighted residual processes with smooth bootstrap maintains correct size and detects local alternatives at rate 1/sqrt(n) for regression model checking when predictor dimension diverges with sample size.