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Goodness-of-Fit Tests for Parametric Regression Models

Citations

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Cited by:

  1. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
  2. Escanciano, J. Carlos, 2006. "Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 531-541, June.
  3. Teresa Ledwina & Grzegorz Wyłupek, 2012. "Nonparametric tests for stochastic ordering," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 730-756, December.
  4. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra.
  5. Cui, Xia & Lu, Ying & Peng, Heng, 2017. "Estimation of partially linear regression models under the partial consistency property," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 103-121.
  6. Zhu, Lixing & Zhu, Ruoqing & Song, Song, 2008. "Diagnostic checking for multivariate regression models," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1841-1859, October.
  7. Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012. "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
  8. Zhang, Rongmao & Chan, Ngai Hang & Chi, Changxiong, 2023. "Nonparametric testing for the specification of spatial trend functions," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
  9. Hsu, Shih-Hsun & Kuan, Chung-Ming, 2014. "Constructing smooth tests without estimating the eigenpairs of the limiting process," Journal of Econometrics, Elsevier, vol. 178(P1), pages 71-79.
  10. Crainiceanu, Ciprian M. & Ruppert, David, 2004. "Likelihood ratio tests for goodness-of-fit of a nonlinear regression model," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 35-52, October.
  11. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, vol. 3(3), pages 1-31, September.
  12. Hairu Wang & Zhiping Lu & Yukun Liu, 2023. "Score test for missing at random or not under logistic missingness models," Biometrics, The International Biometric Society, vol. 79(2), pages 1268-1279, June.
  13. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
  14. Escanciano, Juan Carlos & Mayoral, Silvia, 2010. "Data-driven smooth tests for the martingale difference hypothesis," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1983-1998, August.
  15. Miller, Forrest R. & Neill, James W., 2016. "Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 14-26.
  16. Otsu, Taisuke & Taylor, Luke, 2021. "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, vol. 37(4), pages 747-768, August.
  17. Matusiak, Marek & de Koster, René & Saarinen, Jari, 2017. "Utilizing individual picker skills to improve order batching in a warehouse," European Journal of Operational Research, Elsevier, vol. 263(3), pages 888-899.
  18. Jakob Peterlin & Nataša Kejžar & Rok Blagus, 2023. "Correct specification of design matrices in linear mixed effects models: tests with graphical representation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 184-210, March.
  19. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
  20. Pascal Lavergne & Valentin Patilea, 2011. "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52, January.
  21. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  22. Xu Guo & Wangli Xu & Lixing Zhu, 2015. "Model checking for parametric regressions with response missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 229-259, April.
  23. Cécile Durot & Laurence Reboul, 2010. "Goodness‐of‐Fit Test for Monotone Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 422-441, September.
  24. Dette, Holger & Marchlewski, Mareen, 2007. "A test for the parametric form of the variance function in apartial linear regression model," Technical Reports 2007,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  25. Ngai Sze Han & Shiqing Ling, 2017. "Goodness-Of-Fit Test For Nonlinear Time Series Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-21, June.
  26. Zhang, Jun & Li, Gaorong & Feng, Zhenghui, 2015. "Checking the adequacy for a distortion errors-in-variables parametric regression model," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 52-64.
  27. Wang-Li Xu & Li-Xing Zhu, 2008. "Goodness-of-fit testing for varying-coefficient models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(2), pages 129-146, September.
  28. Mason David M. & Eubank Randy, 2012. "Moderate deviations and intermediate efficiency for lack-of-fit tests," Statistics & Risk Modeling, De Gruyter, vol. 29(2), pages 175-187, June.
  29. E. Deschepper & O. Thas & J. P. Ottoy, 2008. "Tests and Diagnostic Plots for Detecting Lack‐of‐Fit for Circular‐Linear Regression Models," Biometrics, The International Biometric Society, vol. 64(3), pages 912-920, September.
  30. Barrientos, Andrés F. & Canale, Antonio, 2021. "A Bayesian goodness-of-fit test for regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
  31. Ronald Christensen & Yong Lin, 2013. "Linear models that allow perfect estimation," Statistical Papers, Springer, vol. 54(3), pages 695-708, August.
  32. Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, University Library of Munich, Germany.
  33. Jun Bi & Yongxing Wang & Shuai Sun & Wei Guan, 2018. "Predicting Charging Time of Battery Electric Vehicles Based on Regression and Time-Series Methods: A Case Study of Beijing," Energies, MDPI, vol. 11(5), pages 1-18, April.
  34. Junmin Liu & Deli Zhu & Luoyao Yu & Xuehu Zhu, 2023. "Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 232-262, March.
  35. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis.
  36. Escanciano, J. Carlos & Lobato, Ignacio N., 2009. "An automatic Portmanteau test for serial correlation," Journal of Econometrics, Elsevier, vol. 151(2), pages 140-149, August.
  37. Matusiak, M. & de Koster, M.B.M. & Saarinen, J., 2015. "Data-driven warehouse optimization," ERIM Report Series Research in Management ERS-2015-008-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  38. Luo, June & Gerard, Patrick, 2013. "Using thresholding difference-based estimators for variable selection in partial linear models," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2601-2606.
  39. Olivier Lopez & Valentin Patilea, 2007. "Nonparametric Lack-of-fit Tests for Parametric Mean-Regression Model with Censored Data," Working Papers 2007-01, Center for Research in Economics and Statistics.
  40. Bodhisattva Sen & Mary Meyer, 2017. "Testing against a linear regression model using ideas from shape-restricted estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 423-448, March.
  41. Luo, June, 2012. "Asymptotic efficiency of ridge estimator in linear and semiparametric linear models," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 58-62.
  42. Viatcheslav Melas & Andrey Pepelyshev & Petr Shpilev & Luigi Salmaso & Livio Corain & Rosa Arboretti, 2015. "On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves," Statistical Papers, Springer, vol. 56(4), pages 981-997, November.
  43. Teran Hidalgo, Sebastian J. & Wu, Michael C. & Engel, Stephanie M. & Kosorok, Michael R., 2018. "Goodness-of-fit test for nonparametric regression models: Smoothing spline ANOVA models as example," Computational Statistics & Data Analysis, Elsevier, vol. 122(C), pages 135-155.
  44. Qiang Xia & Kejun He & Cuizhen Niu, 2017. "A Model-Adaptive Test for Parametric Single-Index Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 981-999, November.
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