COMPARISON OF MODEL MISSPECIFICATION DIAGNOSTICS USING RESIDUALS FROM LEAST MEAN OF SQUARES AND LEAST MEDIAN OF SQUARES FITS

被引：27

作者：

COOK, RD

HAWKINS, DM

WEISBERG, S

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1992年 / 87卷 / 418期

关键词：

CURVATURE; EXACT FIT; LACK OF FIT;

D O I：

10.2307/2290272

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article explores model misspecification diagnostics based on least squares and least median of squares fits. It shows that in some circumstances, least median of squares methods (or any other estimator with the exact fit property) fail to reveal an incorrectly specified mean function. but least squares methods succeed.

引用

页码：419 / 424

页数：6

共 13 条

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