Simulated residuals (Q1089705)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated residuals |
scientific article |
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Simulated residuals (English)
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1987
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This article deals with models deduced from a latent regression model by a nonlinear mapping (probit, tobit, disequilibrium models). In this context simulated residuals are defined whose role is similar to that of usual residuals in the regression model. In particular it is possible, with these new tools, to use the standard regression packages for diagnostic checks or genuine statistical tests.
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latent regression model
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nonlinear mapping
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probit
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tobit
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disequilibrium models
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simulated residuals
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regression packages
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diagnostic checks
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tests
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