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On Multiple Diagnostic Procedures for the Linear Model

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  • Hillier, Grant H.

Abstract

Multiple diagnostic procedures entail a partition of the sample space into a set of critical regions. When the procedure is designed in a piecemeal fashion these regions bear no particular relation to one another, and the procedure as a whole can be logically inconsistent. We use a simple example to illustrate these difficulties, and also to suggest criteria that should be satisfied by any diagnostic procedure that is to meet the needs of the practitioner.

Suggested Citation

  • Hillier, Grant H., "undated". "On Multiple Diagnostic Procedures for the Linear Model," Department of Econometrics and Business Statistics Working Papers 266996, Monash University, Department of Econometrics and Business Statistics.
  • Handle: RePEc:ags:monebs:266996
    DOI: 10.22004/ag.econ.266996
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