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http://hdl.handle.net/1942/263
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | AERTS, Marc | - |
dc.contributor.author | CLAESKENS, Gerda | - |
dc.contributor.author | HART, Jeffrey | - |
dc.date.accessioned | 2004-08-31T09:23:31Z | - |
dc.date.available | 2004-08-31T09:23:31Z | - |
dc.date.issued | 2000 | - |
dc.identifier.citation | Biometrika, 87(2). p. 405-424 | - |
dc.identifier.issn | 0006-3444 | - |
dc.identifier.uri | http://hdl.handle.net/1942/263 | - |
dc.description.abstract | We study lack-of-fit tests based on orthogonal series estimators. A common feature of these tests is that they are functions of score statistics that employ data-driven model dimensions. The criteria used to select the dimension are score-based versions of Are and BIC. The tests can be applied in a wide variety of settings, including both continuous and discrete data. With two or more covariates, a model sequence, i.e. a path in the alternative models space, has to be chosen. Critical points and p-values of the lack-of-fit tests can be obtained via asymptotic distribution theory or by use of the bootstrap. Data examples and a simulation study illustrate the applicability of the tests. | - |
dc.language.iso | en | - |
dc.publisher | BIOMETRIKA TRUST | - |
dc.subject | Non and semiparametric methods | - |
dc.title | Testing lack of fit in multiple regression | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 424 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 405 | - |
dc.identifier.volume | 87 | - |
local.bibliographicCitation.jcat | A1 | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.bibliographicCitation.oldjcat | A1 | - |
dc.identifier.doi | 10.1093/biomet/87.2.405 | - |
dc.identifier.isi | 000087815100012 | - |
item.fullcitation | AERTS, Marc; CLAESKENS, Gerda & HART, Jeffrey (2000) Testing lack of fit in multiple regression. In: Biometrika, 87(2). p. 405-424. | - |
item.fulltext | No Fulltext | - |
item.validation | ecoom 2001 | - |
item.contributor | AERTS, Marc | - |
item.contributor | CLAESKENS, Gerda | - |
item.contributor | HART, Jeffrey | - |
item.accessRights | Closed Access | - |
Appears in Collections: | Research publications |
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