New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank

DOI10.1016/J.CSDA.2008.09.019zbMATH Open1453.62097OpenAlexW2009649606MaRDI QIDQ961407FDOQ961407

Authors: J. D. Godolphin 

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://epubs.surrey.ac.uk/804067/1/godolphinrev3.pdf

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

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• Changes in the general linear model: A unified approach
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• A Review of the Development and Application of Recursive Residuals in Linear Models
• Linear Models: The Theory and Application of Analysis of Variance
• Independent Stepwise Residuals for Testing Homoscedasticity
• Estimation of VAR models: computational aspects
• On Theil's errors
• Computational methods for modifying seemingly unrelated regressions models.
• Signed Residuals
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1
• Uncorrelated residuals and an exact test for two variance components in experimental design
• A modified CUSUM test for orthogonal structural changes

Cited In (2)

• Recursive estimation and residuals
• RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS

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