Comparing distribution functions of errors in linear models: A nonparametric approach
We describe how to test whether the distribution functions of errors from two linear regression models are the same, with statistics based on empirical distribution functions constructed with residuals. A smooth bootstrap method is used to approximate critical values. Simulations show that the procedure works well in practice.
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Volume (Year): 73 (2005)
Issue (Month): 4 (July)
Pages: 425-432
| Handle: | RePEc:eee:stapro:v:73:y:2005:i:4:p:425-432 |
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- Koul, H. L. & Lahiri, S. N., 1994. "On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 49(2), pages 255-265, May.
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