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

DOI10.1007/S11749-013-0327-5MaRDI QIDQ364173zbMATH OpenOpenAlexWikidataFDO

Authors 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)

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• Bootstrap non-parametric significance test
• Bootstrap of kernel smoothing in nonlinear time series
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• Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
• Checking the adequacy of a general linear model with responses missing at random
• Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests
• Comparing conditional quantile curves
• Comparing distribution functions of errors in linear models: a nonparametric approach
• Comparing nonparametric versus parametric regression fits
• Comparison of Regression Curves Using Quasi-Residuals
• Comparison of Regression Curves with Censored Responses
• Comparison of Separable Components in Different Samples
• Comparison of error distributions in nonparametric regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Consistent estimation under random censorship when covariables are present
• Consistent model specification tests
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• Data-driven rate-optimal specification testing in regression models
• Data-driven testing the fit of linear models
• Diagnostic Measures for Generalized Linear Models with Missing Covariates
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
• Diagnostics for Assessing Regression Models
• Diagnostics for functional regression via residual processes
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• Distribution-free tests for time series models specification
• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
• Empirical likelihood based testing for regression
• Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
• Estimating the error distribution in nonparametric multiple regression with applications to model testing
• Estimation and testing for partially linear single-index models
• Estimation and testing in a partial linear regression model under long-memory dependence
• Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
• Exploring Regression Structure Using Nonparametric Functional Estimation
• Exploring a valid model for the variogram of an isotropic spatial process
• Extending the scope of empirical likelihood
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• Goodness of fit for lattice processes
• Goodness of fit test for ergodic diffusion processes
• Goodness of fit test for ergodic diffusions by tick time sample scheme
• Goodness of fit testing using a specific density estimate
• Goodness of fit tests based on the L₂-norm of multivariate probability density functions
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• Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
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• Goodness-of-fit tests for copulas
• Goodness-of-fit tests for linear regression models with missing response data
• Goodness-of-fit tests for nonlinear heteroscedastic regression models
• Goodness-of-fit tests for parametric regression with selection biased data
• Goodness-of-fit tests for the error distribution in nonparametric regression
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
• Goodness‐of‐fit Tests Based on the Kernel Density Estimator
• Goodness‐of‐fit tests for parametric models in censored regression
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• RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES
• Regression Quantiles
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• Remarks on Some Nonparametric Estimates of a Density Function
• Resampling for checking linear regression models via non-parametric regression estimation
• Residual‐Based Diagnostics for Structural Equation Models
• Root-N-Consistent Semiparametric Regression
• Scale checks in censored regression
• Semi-nonparametric estimation and misspecification testing of diffusion models
• Semiparametric comparison of regression curves
• Significance testing in nonparametric regression based on the bootstrap.
• Simultaneous confidence bands in spectral density estimation
• Sizer analysis for the comparison of regression curves
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
• Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
• Some Alternatives to the Box-Cox Regression Model
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
• Some higher-order theory for a consistent non-parametric model specification test
• Specification Tests for the Variance of a Diffusion
• Specification testing for regression models with dependent data
• Specification testing in discretized diffusion models: theory and practice
• Specification testing in nonlinear and nonstationary time series autoregression
• Specification tests for the distribution of errors in nonparametric regression: a martingale approach
• Specification tests in mixed effects models
• Specification tests of parametric dynamic conditional quantiles
• Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
• Stochastic curve estimation
• Strong representation of a generalized product-limit estimator for truncated and censored data with some applications
• Structural Tests in Additive Regression
• Structural test in regression on functional variables
• Testing Heteroscedasticity In Nonparametric Regression
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Testing additivity by kernel-based methods -- what is a reasonable test?
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Testing additivity in nonparametric regression under random censorship
• Testing and estimating shape-constrained nonparametric density and regression in the presence of measurement error
• Testing conditional moment restrictions
• Testing for Differences Between Conditional Means in a Time Series Context
• Testing for additivity in nonparametric regression
• Testing for constant variance in a linear model
• Testing for no effect in nonparametric regression
• Testing for the equality of \(k\) regression curves
• Testing goodness of fit for the distribution of errors in multivariate linear models
• Testing goodness-of-fit in regression via order selection criteria
• Testing heteroscedasticity in partially linear regression models
• Testing homoscedasticity in nonparametric regression
• Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions
• Testing in partial linear regression models with dependent errors
• Testing linear regression models using non-parametric regression estimators when errors are non-independent
• Testing linearity of regression models with dependent errors by kernel based methods
• Testing model assumptions in functional regression models
• Testing nonparametric and semiparametric hypotheses in vector stationary processes
• Testing semiparametric conditional moment restrictions using conditional martingale transforms
• Testing single-index restrictions with a focus on average derivatives
• Testing temporal constancy of the spectral structure of a time series
• Testing the Martingale Difference Hypothesis
• Testing the equality of linear single-index models
• Testing the equality of nonparametric regression curves
• Testing the hypothesis of a general linear model using nonparametric regression estimation
• Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation
• Testing the link when the index is semiparametric -- a comparative study
• Testing the martingale difference hypothesis using integrated regression functions
• Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach
• Testing the parametric specification of the diffusion function in a diffusion process
• Testing the suitability of polynomial models in errors-in-variables problems
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models
• The Bickel--Rosenblatt test for diffusion processes
• The LIL for the Bickel-Rosenblatt test statistic
• The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
• The random projection method in goodness of fit for functional data
• Unified approach to testing functional hypotheses in semiparametric contexts
• Uniform Representation of Product‐Limit Integrals with Applications
• Using local linear kernel smoothers to test the lack of fit of nonlinear regression models
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• Global and local two-sample tests via regression
• Distribution-free testing in linear and parametric regression
• Weak convergence of marked empirical processes in a Hilbert space and its applications
• A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances
• Lack-of-fit of a parametric measurement error AR(1) model
• Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model
• Goodness-of-fit test for point processes first-order intensity
• Kernel-weighted specification testing under general distributions
• Estimators for ROC curves with missing biomarkers values and informative covariates
• Omnibus model checks of linear assumptions through distance covariance
• 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
• Model Checking for Parametric Ordinary Differential Equations Systems
• A Review on Dimension-Reduction Based Tests For Regressions
• A permutation approach to goodness-of-fit testing in regression models
• Testing for lack-of-fit in functional regression models against general alternatives
• Optimal minimax rates of specification testing with data-driven bandwidth
• Revisiting the estimation of the error density in functional autoregressive models
• Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
• Multivariate goodness-of-fit tests based on kernel density estimators
• Goodness-of-fit test for Gaussian regression with block correlated errors
• Model checking in Tobit regression with measurement errors using validation data
• Consistent model checking procedures for parametric regressions with missing response
• A computational validation for nonparametric assessment of spatial trends
• Goodness-of-fit tests for continuous regression
• A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
• A goodness-of-fit test for regression models with spatially correlated errors
• Improved model checking methods for parametric models with responses missing at random
• 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
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
• A consistent goodness-of-fit test for huge dimensional and functional data
• An adaptive-to-model test for partially parametric single-index models
• Checking nonparametric component for partial linear regression model with missing response
• Asymptotic distribution-free tests for semiparametric regressions with dependent data
• Model checking for general linear regression with nonignorable missing response
• Statistical inference on a changing extreme value dependence structure
• Tests for the equality of conditional variance functions in nonparametric regression
• Goodness-of-fit tests in semiparametric transformation models
• Goodness‐of‐fit tests in proportional hazards models with random effects
• Significance test for semiparametric conditional average treatment effects and other structural functions
• Nonparametric Dynamic Curve Monitoring
• Specification tests for the propensity score
• A robust adaptive-to-model enhancement test for parametric single-index models
• An adaptive lack of fit test for big data
• The nonparametric location-scale mixture cure model
• Goodness-of-fit tests for multiple regression with circular response
• Comparison of covariate balance weighting methods in estimating treatment effects
• Nested hierarchical functional data modeling and inference for the analysis of functional plant phenotypes
• A test of U-type for goodness-of-fit in regression models through martingale difference divergence
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
• Nonparametric significance testing in measurement error models
• Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
• Model checks for nonparametric regression with missing data: a comparative study
• Comparison of a large number of regression curves
• Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets
• Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
• Model checking for parametric regressions with response missing at random
• Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
• Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
• Nonparametric prediction of stock returns based on yearly data: the long-term view
• A Gaussian process approach to model checks
• A method for determining groups in nonparametric regression curves: application to prefrontal cortex neural activity analysis
• Testing for linearity in boundary regression models with application to maximal life expectancies
• A consistent test of independence and goodness-of-fit in linear regression models
• Smooth tests of goodness of fit for the distributional assumption of regression models
• Nonparametric latency estimation for mixture cure models
• Specification testing when the null is nonparametric or semiparametric
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
• A review of goodness-of-fit tests for models involving functional data
• Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
• Inference of the derivative of nonparametric curve based on confidence distribution
• Testing the adequacy of semiparametric transformation models
• Tests for validity of the semiparametric heteroskedastic transformation model
• 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

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