Testing linear regression function adequacy without replication

DOI10.1214/AOS/1176349749MaRDI QIDQ1068494zbMATH OpenOpenAlexFDO

Authors James W. Neill, Dallas E. Johnson

Publication date 1985

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349749

zbMATH Keywords

adequacyasymptotic null distributionConsistencyinvariancelocation and scale changesnonreplicationpseudo lack of fitpure error mean squarespure error-lack of fit test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

Review text

The well known pure error-lack of fit test, which can be used to assess the adequacy of a linear regression model, is generalized to accommodate the case of nonreplication. The asymptotic null distribution of the proposed test statistic is derived. Also, the proposed test statistic is shown to be asymptotically comparable under general alternatives to the test statistic obtained in the case of replication. Consistency properties associated with pseudo lack of fit and pure error mean squares are given which parallel those obtained in the case of replication. In addition, the test statistic is invariant with respect to location and scale changes made to the regression variables.

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• Evaluating the power of Minitab's data subsetting lack of fit test in multiple linear regression
• Testing regression function adequacy with correlation and without replication
• Testing for lack of fit in regression - a review
• A comparison of some lack of fit tests based on near replicates
• Evaluation of three lack of fit tests in linear regression models
• Improving the hydrodynamic performance of diffuser vanes via shape optimization
• Testing the Independence Assumption in Linear Models
• Miscellanea. Testing the adequacy of regression functions
• Testing model assumptions in multivariate linear regression models
• Checking for Lack of Fit in Linear Models with Parametric Variance Functions
• Approximate test of model adequacy based on exact and near replicates
• A Note on Lack-of-Fit Tests for Linear Models Without Replication
• Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
• Regional residual plots for assessing the fit of linear regression models

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