Testing Goodness-of-Fit of Parametric Spatial Trends

Abstract

The aim of this work is to propose and analyze the behavior of a test statistic to assess a parametric trend surface, that is, a regression model with spatially correlated errors. The asymptotic behavior under the null hypothesis, as well as the asymptotic power of the test under local alternatives will be analyzed. Finite sample performance of the test is addressed by simulation, introducing a bootstrap calibration procedure.

Keywords

• model checking
• spatial trend
• local linear regression
• least squares
• bootstrap