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A Bayesian look at diagnostics in the univariate linear model

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  • Guttman, Irwin
  • Peña, Daniel

Abstract

This paper develops diagnostics for data thought to be generated in accordance with the general univariate linear model. A first set of diagnostics is developed by considering posterior probabilities of models that dictate which of k observations form a sample of n observations (k

Suggested Citation

  • Guttman, Irwin & Peña, Daniel, 1992. "A Bayesian look at diagnostics in the univariate linear model," UC3M Working papers. Economics 2831, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:werepe:2831
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    References listed on IDEAS

    as
    1. Zellner, Arnold & Moulton, Brent R., 1985. "Bayesian regression diagnostics with applications to international consumption and income data," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 187-211.
    2. Bovas Abraham & George E. P. Box, 1978. "Linear Models and Spurious Observations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(2), pages 131-138, June.
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    Keywords

    spurious and outlying observations;

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