Residual analysis in the grouped and censored normal linear model

DOI10.1016/0304-4076(87)90066-2zbMath0611.62144MaRDI QIDQ1087296

Andrew Chesher, Margaret Irish

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90066-2

zbMATH Keywords

linear model; residual analysis; model misspecification; diagnostic statistics; Graphical and numerical analysis; grouped or censored data

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

65C99: Probabilistic methods, stochastic differential equations

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Uses Software

• LIMDEP
• SAS

Cites Work

• Unnamed Item
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• Simulated residuals
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• Graphical Methods for Assessing Logistic Regression Models
• On Least Squares Estimation when the Dependent Variable is Grouped
• An Econometric Analysis of Reservation Wages
• Testing for Neglected Heterogeneity
• Testing the Normality Assumption in Limited Dependent Variable Models
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Maximum Likelihood Estimation of Misspecified Models