Tell me more ×
Cross Validated is a question and answer site for statisticians, data analysts, data miners and data visualization experts. It's 100% free, no registration required.
up vote 5 down vote favorite
1

I have a problem that I don't think I've met before. I have N observations of the variables v1 and v2 and I assume that there is a function f such as v2 = f(v1).

I want to know if f has a particular 'statistical' monotony (increasing or decreasing) and if it is 'statistically' convex or concave. By 'statistical' I mean that my observations may include error terms so you may encounter pairs of variable that show a monotony that is the opposite of the global monotony, if that's English.

Should I simply compute a f' and a f'' ? (derivatives of f).

If you have some thoughts on this I'd be glad to read it. Thanks,

Arthur

(btw I use Stata)

share|improve this question
2  
You need more assumptions. After all, you could regress v2 against v1 to estimate a linear function, which is guaranteed monotonic (and both convex and concave). – whuber♦ Jul 4 '11 at 16:57

1 Answer

up vote 5 down vote

Here is a paper that gives minimax test for this problem.

share|improve this answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.