Nonparametric tests for circular regression 

Authors: María Alonso Pena, Jose Ameijeiras-Alonso and Rosa M. Crujeiras

Abstract: No matter the nature of the response and/or explanatory variables in a regression model, some basic issues such as the existence of an effect of the predictor on the response, or the assessment of a common shape across groups of observations, must be solved prior to model fitting. This is also the case for regression models involving circular variables (supported on the unit circumference). In that context, using kernel regression methods, this paper provides a flexible alternative for constructing pilot estimators that allow to construct suitable statistics to perform no-effect tests and tests for equality and parallelism of regression curves. Finite sample performance of the proposed methods is analysed in a simulation study and illustrated with real data examples. 

Citation: Alonso-Pena, M., Ameijeiras-Alonso, J. and Crujeiras, R.M. (2021). Nonparametric tests for circular regression. Journal of Statistical Computation and Simulation, 91 (3), 477-500.

Highlights:

Proposal of significance tests for linear-circular, circular-linear and circular-circular regression

Proposal of equality and parallelism tests for linear-circular, circular-linear and circular-circular regression, when there are several groups of observations

Fully comprehensive simulation study