A nonparametric test for equality of distributions with mixed categorical and continuous dataQi Li, Esfandiar Maasoumi and Jeffrey Racine Journal of Econometrics, 2009, vol. 148, issue 2, 186-200 Abstract: In this paper we consider the problem of testing for equality of two density or two conditional density functions defined over mixed discrete and continuous variables. We smooth both the discrete and continuous variables, with the smoothing parameters chosen via least-squares cross-validation. The test statistics are shown to have (asymptotic) normal null distributions. However, we advocate the use of bootstrap methods in order to better approximate their null distribution in finite-sample settings and we provide asymptotic validity of the proposed bootstrap method. Simulations show that the proposed tests have better power than both conventional frequency-based tests and smoothing tests based on ad hoc smoothing parameter selection, while a demonstrative empirical application to the joint distribution of earnings and educational attainment underscores the utility of the proposed approach in mixed data settings. Keywords: Mixed; discrete; and; continuous; variables; Density; testing; Nonparametric; smoothing; Cross-validation (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:148:y:2009:i:2:p:186-200 Access Statistics for this article Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson More articles in Journal of Econometrics from Elsevier |
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