On tests for normality of experimental error in ridge regression (Q2266544): Difference between revisions
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| Property / Wikidata QID: Q127497519 / rank | |||
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Latest revision as of 00:44, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tests for normality of experimental error in ridge regression |
scientific article |
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On tests for normality of experimental error in ridge regression (English)
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1984
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Considered are tests for normality of the errors in ridge regression. If an intercept is included in the model, it is shown that test statistics based on the empirical distribution function of the ridge residuals have the same limiting distribution as in the one-sample test for normality with estimated mean and variance. The result holds with weak assumptions on the behavior of the independent variables; asymptotic normality of the ridge estimator is not required.
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goodness-of-fit tests
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tests for normality of the errors
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ridge regression
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empirical distribution
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