A Review of the Development and Application of Recursive Residuals in Linear Models

DOI10.2307/2291419MaRDI QIDQ3128779zbMATH OpenOpenAlexFDO

Authors Farid Kianifard, William H. Swallow

Publication date 4 November 1997

Full work available at URL https://doi.org/10.2307/2291419

zbMATH Keywords

heteroscedasticityoutlier detectionserial correlationindependencestructural changerecursive residualsfunctional misspecificationorder dependenceregression model validation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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Cited in

(27)

• RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS
• New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank
• Recursive mean adjustment in time-series inferences
• Changes in the general linear model: A unified approach
• The three basic types of residuals for a linear model
• A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
• Using Recursive Residuals, Calculated on Adaptively-Ordered Observations, to Identify Outliers in Linear Regression
• On the Kalman filter with possibly degenerate and correlated errors
• Probability-scale residuals for continuous, discrete, and censored data
• Empirical process based on the recursive residuals in functional measurement error models
• ARMA model checking with data-driven portmanteau tests
• Local influence in measurement error models with ridge estimate
• Recursive estimation and residuals
• Inclusion and exclusion of data or parameters in the general linear model
• Testing for ARCH in the presence of a possibly misspecified conditional mean
• Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
• Recursive Residuals on a Rectangular Lattice
• Signed Residuals
• A nonparametric lack-of-fit test for heteroscedastic regression models
• A review of robust regression and diagnostic procedures in linear regression
• Recursive Residuals for Multivariate Field Processes
• On detecting alternatives by one-parametric recursive residuals
• Remarks on invariance principle for one-parametric recursive residuals
• Applied regression analysis bibliography update 1994-97
• On Theil's errors
• Cross-validatory, recursive and partial residuals for non-linear models: theory
• Supplementary notes on the least variance ratio estimator

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Uses Software

• AS 154

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