Diagnostics for Assessing Regression Models

DOI10.2307/2290398zbMath0736.62063OpenAlexW4232223710MaRDI QIDQ3984602

Joan G. Staniswalis, Thomas A. Severini

Publication date: 27 June 1992

Full work available at URL: https://doi.org/10.2307/2290398

zbMATH Keywords

local alternativesgoodness of fitweighted likelihoodlocal likelihoodnonparametric kernel estimatorlack of fitnonparametric deviance

Mathematics Subject Classification ID

Density estimation (62G07) Diagnostics, and linear inference and regression (62J20)

Related Items

A note on variable selection in nonparametric regression with dependent data ⋮ Goodness of fit test for isotonic regression ⋮ Testing Hypotheses on fouriercoefficients in non parametricregression model ⋮ Testing for no effect in nonparametric regression via spline smoothing techniques ⋮ Testing for no effect in nonparametric regression ⋮ Testing linear regression models using non-parametric regression estimators when errors are non-independent ⋮ Nonparametric model checks for regression ⋮ Average squared residuals approach for testing linear hypotheses in nonparametric regression ⋮ An updated review of goodness-of-fit tests for regression models ⋮ NN goodness-of-fit tests for linear models ⋮ Adaptive tests of linear hypotheses by model selection ⋮ Testing goodness of fit via nonparametric function estimation techniques ⋮ Finding local departures from a parametric model using nonparametric regression ⋮ Smoothing-based lack-of-fit tests: variations on a theme ⋮ Testing conditional moment restrictions ⋮ Testing the adequacy of a linear modelVIAcritical smoothing ⋮ Testing additivity in generalized nonparametric regression models with estimated parameters ⋮ Goodness-of-fit tests for kernel regression with an application to option implied volatilities ⋮ Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings ⋮ Validation of linear regression models ⋮ Local nonlinear least squares: using parametric information in nonparametric regression ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Some higher-order theory for a consistent non-parametric model specification test ⋮ Testing goodness of fit of polynomial models via spline smoothing techniques