An updated review of goodness-of-fit tests for regression models

DOI10.1007/s11749-013-0327-5zbMath1273.62086OpenAlexW2050396237WikidataQ43727356 ScholiaQ43727356MaRDI QIDQ364173

Rosa M. Crujeiras, Wenceslao González Manteiga

Publication date: 5 September 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-013-0327-5

zbMATH Keywords

likelihood ratio testsbootstrap calibrationempirical distribution of residualsempirical regression processsmoothing tests

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

An adaptive lack of fit test for big data, A permutation approach to goodness-of-fit testing in regression models, Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations, An adaptive-to-model test for partially parametric single-index models, Distribution-free testing in linear and parametric regression, A computational validation for nonparametric assessment of spatial trends, Goodness-of-fit tests in semiparametric transformation models, Consistent model specification tests based on \(k\)-nearest-neighbor estimation method, Asymptotic distribution-free tests for semiparametric regressions with dependent data, SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC, A consistent goodness-of-fit test for huge dimensional and functional data, Inference of the derivative of nonparametric curve based on confidence distribution, Goodness-of-fit tests in semiparametric transformation models using the integrated regression function, NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS, Goodness-of-fit tests for multiple regression with circular response, Comparing two nonparametric regression curves in the presence of long memory in covariates and errors, The nonparametric location-scale mixture cure model, Model checking in Tobit regression with measurement errors using validation data, Comparison of a large number of regression curves, Tests for the equality of conditional variance functions in nonparametric regression, Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling, Optimal minimax rates of specification testing with data-driven bandwidth, Model checking for general linear regression with nonignorable missing response, Comparison of covariate balance weighting methods in estimating treatment effects, A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances, Testing for lack-of-fit in functional regression models against general alternatives, Revisiting the estimation of the error density in functional autoregressive models, Significance test for semiparametric conditional average treatment effects and other structural functions, Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets, Estimators for ROC curves with missing biomarkers values and informative covariates, Model Checking for Parametric Ordinary Differential Equations Systems, Nonparametric goodness-of-fit testing for a continuous multivariate parametric model, Testing for linearity in boundary regression models with application to maximal life expectancies, Nonparametric prediction of stock returns based on yearly data: the long-term view, Checking nonparametric component for partial linear regression model with missing response, A method for determining groups in nonparametric regression curves: application to prefrontal cortex neural activity analysis, Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach, Model checking for parametric single-index models with massive datasets, Unnamed Item, Statistical inference on a changing extreme value dependence structure, Goodness‐of‐fit tests in proportional hazards models with random effects, A Review on Dimension-Reduction Based Tests For Regressions, Testing the adequacy of semiparametric transformation models, Weak convergence of marked empirical processes in a Hilbert space and its applications, Lack-of-fit of a parametric measurement error AR(1) model, A goodness-of-fit test for regression models with spatially correlated errors, Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes, Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements, On bootstrap consistency of MAVE for single index models, A two-sample test for the error distribution in nonparametric regression based on the characteristic function, A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions, A robust adaptive-to-model enhancement test for parametric single-index models, Global and local two-sample tests via regression, Improved model checking methods for parametric models with responses missing at random, Nonparametric latency estimation for mixture cure models, Tests for validity of the semiparametric heteroskedastic transformation model, Specification tests for the propensity score, Nested Hierarchical Functional Data Modeling and Inference for the Analysis of Functional Plant Phenotypes, Multivariate goodness-of-fit tests based on kernel density estimators, Model checks for nonparametric regression with missing data: a comparative study, Specification tests in semiparametric transformation models --- a multiplier bootstrap approach, Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing, Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model, Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable, Adaptive-to-model checking for regressions with diverging number of predictors, A scalable nonparametric specification testing for massive data, Testing for additivity in nonparametric heteroscedastic regression models, A review of goodness-of-fit tests for models involving functional data, Goodness-of-fit test for Gaussian regression with block correlated errors, A consistent test of independence and goodness-of-fit in linear regression models, Model checking for parametric regressions with response missing at random, Consistent model checking procedures for parametric regressions with missing response

Uses Software

• fda (R)

Cites Work

• Testing for constant variance in a linear model
• Consistent model specification tests
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
• Breaking the curse of dimensionality in nonparametric testing
• A consistent test of functional form via nonparametric estimation techniques
• Estimation and testing for partially linear single-index models
• Bootstrap specification tests for diffusion processes
• Unified approach to testing functional hypotheses in semiparametric contexts
• Bootstrap specification tests for linear covariance stationary processes
• A consistent bootstrap test for conditional density functions with time-series data
• Generalized spectral tests for the martingale difference hypothesis
• An adaptive empirical likelihood test for parametric time series regression models
• Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach
• Specification testing for regression models with dependent data
• Goodness-of-fit tests for conditional models under censoring and truncation
• Nonparametric estimation and testing of fixed effects panel data models
• Specification testing in discretized diffusion models: theory and practice
• Bandwidth selection for power optimality in a test of equality of regression curves
• A consistent model specification test with mixed discrete and continuous data
• Testing single-index restrictions with a focus on average derivatives
• Specification tests in mixed effects models
• Goodness-of-fit tests for copulas
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
• Testing temporal constancy of the spectral structure of a time series
• Nonparametric tests of the Markov hypothesis in continuous-time models
• A review on empirical likelihood methods for regression
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models
• Goodness of fit test for ergodic diffusions by tick time sample scheme
• Structural test in regression on functional variables
• Minimum distance conditional variance function checking in heteroscedastic regression models
• Testing model assumptions in functional regression models
• A note on testing hypotheses for stationary processes in the frequency domain
• Lack-of-fit testing of a regression model with response missing at random
• Bootstrap tests for simple structures in nonparametric time series regression
• Using local linear kernel smoothers to test the lack of fit of nonlinear regression models
• Specification tests of parametric dynamic conditional quantiles
• A martingale approach for testing diffusion models based on infinitesimal operator
• Semi-nonparametric estimation and misspecification testing of diffusion models
• Distribution free goodness-of-fit tests for linear processes
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
• Comparison of error distributions in nonparametric regression
• Goodness of fit test for ergodic diffusion processes
• Semiparametric comparison of regression curves
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
• A test for the parametric form of the variance function in a partial linear regression model
• An \(L_2\)-test for comparing spatial spectral densities
• On the performance of nonparametric specification tests in regression models
• Testing additivity in nonparametric regression under random censorship
• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
• Model checking in errors-in-variables regression
• Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• A bootstrap test for the comparison of nonlinear time series
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
• Estimating the error distribution in nonparametric multiple regression with applications to model testing
• Testing the equality of linear single-index models
• Nonparametric inference of quantile curves for nonstationary time series
• Nonparametric comparison of regression functions
• Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
• Minimum distance regression model checking with Berkson measurement errors
• Model checking for partially linear models with missing responses at random
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
• Testing the martingale difference hypothesis using integrated regression functions
• Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
• Extending the scope of empirical likelihood
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
• The random projection method in goodness of fit for functional data
• Diagnostics for functional regression via residual processes
• Testing the link when the index is semiparametric -- a comparative study
• Goodness-of-fit tests for parametric regression with selection biased data
• Sizer analysis for the comparison of regression curves
• A bootstrap approach to model checking for linear models under length-biased data
• Specification testing in nonlinear and nonstationary time series autoregression
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
• A central limit theorem for generalized quadratic forms
• Bootstrap procedures under some non-i.i.d. models
• Regression analysis with randomly right-censored data
• Minimax nonparametric detection of signals in white Gaussian noise
• Testing goodness-of-fit in regression via order selection criteria
• Bootstrap methods: another look at the jackknife
• Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation
• Linearity testing using local polynomial approximation
• A simple consistent bootstrap test for a parametric regression function
• Nonparametric comparison of several regression functions: Exact and asymptotic theory
• Comparing nonparametric versus parametric regression fits
• Identification of nonlinear time series from first order cumulative characteristics
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Asymptotically minimax hypothesis testing for nonparametric alternatives. II
• Asymptotically minimax hypothesis testing for nonparametric alternatives. III
• Testing the hypothesis of a general linear model using nonparametric regression estimation
• A nonparametric test for the regression function: Asymptotic theory
• Testing linear regression models using non-parametric regression estimators when errors are non-independent
• Adaptive hypothesis testing using wavelets
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• Nonparametric comparison of regression curves: An empirical process approach
• Minimum distance regression model checking
• A power comparison between nonparametric regression tests.
• Testing conditional moment restrictions
• Estimation and testing in a partial linear regression model under long-memory dependence
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Nonparametric model check based on local polynomial fitting
• On bootstrapping \(L_2\)-type statistics in density testing
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• Heteroscedasticity checks for regression models
• A test for additivity in nonparametric regression
• Bootstrap of kernel smoothing in nonlinear time series
• On the Bickel-Rosenblatt test for first-order autoregressive models
• A note on variable selection in nonparametric regression with dependent data
• The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
• Exploring a valid model for the variogram of an isotropic spatial process
• On a test for a parametric form of volatility in continuous time financial models
• Testing the equality of nonparametric regression curves
• Model checks for regression: an innovation process approach
• Nonparametric model checks for time series
• Jackknife, bootstrap and other resampling methods in regression analysis
• Generalized likelihood ratio statistics and Wilks phenomenon
• Nonparametric analysis of covariance.
• Significance testing in nonparametric regression based on the bootstrap.
• Data-driven testing the fit of linear models
• Some higher-order theory for a consistent non-parametric model specification test
• Martingale transforms goodness-of-fit tests in regression models.
• On the optimization of the weighted Bickel--Rosenblatt test
• Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers
• NN goodness-of-fit tests for linear models
• Testing for additivity in nonparametric regression
• Goodness-of-fit test for interest rate models: an approach based on empirical processes
• Empirical likelihood based testing for regression
• Goodness-of-fit test for linear models based on local polynomials
• Goodness-of-fit tests for nonlinear heteroscedastic regression models
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• On some global measures of the deviations of density function estimates
• Checking the adequacy of a general linear model with responses missing at random
• Consistent estimation under random censorship when covariables are present
• Bootstrap based goodness-of-fit-tests
• Testing for no effect in nonparametric regression
• The LIL for the Bickel-Rosenblatt test statistic
• Bootstrap tests for nonparametric comparison of regression curves with dependent errors
• Data-driven rate-optimal specification testing in regression models
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• Goodness-of-fit tests for the error distribution in nonparametric regression
• Testing the suitability of polynomial models in errors-in-variables problems
• A test for model specification of diffusion processes
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Regression model checking with Berkson measurement errors
• Testing nonparametric and semiparametric hypotheses in vector stationary processes
• Functional data analysis.
• Comparing distribution functions of errors in linear models: a nonparametric approach
• Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
• Model checks of higher order time series
• The Bickel--Rosenblatt test for diffusion processes
• Nonparametric functional data analysis. Theory and practice.
• Weak convergence of the sample distribution function when parameters are estimated
• Nonparametric Monte Carlo tests and their applications.
• Testing goodness of fit for the distribution of errors in multivariate linear models
• A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
• Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
• Nonparametric checks for single-index models
• Testing heteroscedasticity in partially linear regression models
• Goodness of fit for lattice processes
• Testing semiparametric conditional moment restrictions using conditional martingale transforms
• Distribution-free tests for time series models specification
• A nonparametric test of fit of a parametric model
• Non-parametric Estimation of the Residual Distribution
• TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS
• Comparing Conditional Quantile Curves
• Scale Checks in Censored Regression
• Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities
• Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
• Diagnostic Measures for Generalized Linear Models with Missing Covariates
• Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes
• On the Use of the Variogram in Checking for Independence in Spatial Data
• Bootstrap test of goodness of fit to a linear model when errors are correlated
• Exploring Regression Structure Using Nonparametric Functional Estimation
• Remarks on Some Nonparametric Estimates of a Density Function
• Goodness-of-Fit Methods for Generalized Linear Mixed Models
• A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
• Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
• Nonlinear Time Series
• Goodness of fit tests based on the L₂-norm of multivariate probability density functions
• Bootstrap methods in regression smoothing^∗
• Asymptotic properties of a generalized kaplan-meier estimator with some applications
• Comparison of Regression Curves with Censored Responses
• Comparison of Separable Components in Different Samples
• RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES
• Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise
• Nonparametric test for checking lack of fit of the quantite regression model under random censoring
• Goodness of fit testing using a specific density estimate
• ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS
• Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
• On the goodness-of-fit testing for ergodic diffusion processes
• A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring
• Local polynomial inference for small area statistics: estimation, validation and prediction
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• Model checking in regression via dimension reduction
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Residual‐Based Diagnostics for Structural Equation Models
• Specification tests for the distribution of errors in nonparametric regression: a martingale approach
• Simultaneous confidence bands in spectral density estimation
• Model diagnosis for parametric regression in high-dimensional spaces
• Root-N-Consistent Semiparametric Regression
• On the use of nonparametric regression for model checking
• Bootstrap Approximations in Model Checks for Regression
• Nonparametric Versus Parametric Goodness of Fit
• Parameter estimation for a stationary process on a d-dimensional lattice
• Diagnostics for Assessing Regression Models
• Some Alternatives to the Box-Cox Regression Model
• Kernel Regression When the Boundary Region is Large, With an Application to Testing the Adequacy of Polynomial Models
• Regression Quantiles
• Testing Heteroscedasticity In Nonparametric Regression
• Strong representation of a generalized product-limit estimator for truncated and censored data with some applications
• Non-Parametric Analysis of Covariance
• Nonparametric statistics for testing of linearity and serial independence
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
• X²goodness-of-fit tests for polynomial regression
• Testing the Martingale Difference Hypothesis
• Model Checks for Generalized Linear Models
• Structural Tests in Additive Regression
• An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
• Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
• A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
• A Lack-of-Fit Test for Quantile Regression
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Nonparametric model checks in censored regression
• A comparison of different nonparametric methods for inference on additive models
• Analysis of Covariance with Incomplete Data Via Semiparametric Model Transformations
• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests
• Testing homoscedasticity in nonparametric regression
• Testing in partial linear regression models with dependent errors
• ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
• Nonparametric tests of linearity for time series
• Comparison of Regression Curves Using Quasi-Residuals
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Specification Tests for the Variance of a Diffusion
• Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
• Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
• Analysis of Variance and F-Tests for Partial Linear Models With Applications to Environmental Health Data
• Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Bandwidth Selection in Nonparametric Kernel Testing
• Omnibus tests for the error distribution in the linear regression model
• Goodness‐of‐fit tests for parametric models in censored regression
• Bootstrap non-parametric significance test
• Generalised likelihood ratio tests for spectral density
• Uniform Representation of Product‐Limit Integrals with Applications
• Goodness‐of‐fit Tests Based on the Kernel Density Estimator
• Testing for Differences Between Conditional Means in a Time Series Context
• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
• Goodness-of-fit tests for linear regression models with missing response data
• ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
• On Estimation of a Probability Density Function and Mode
• Bootstrap Test for Difference Between Means in Nonparametric Regression
• Nonparametric Inferences for Additive Models
• Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
• Are There Two Regressions?
• A nonparametric least-squares test for checking a polynomial relationship
• Testing linearity of regression models with dependent errors by kernel based methods
• Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
• An equality test across nonparametric regressions
• Resampling for checking linear regression models via non-parametric regression estimation
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Local power properties of kernel based goodness of fit tests
• Testing additivity by kernel-based methods -- what is a reasonable test?