Diagnostic tests as residual analysis
从残差分布出发推导形式化的诊断检验统计量，展示多数现有检验可由少数规范分析原理导出，并指出并解决现有方法中的困难，例如联立方程中的异方差检验。
Many applied workers are strongly oriented to residual analysis for assessing model adequacy. Formal test statistics of adequacy however are frequently derived from likelihood theory, particularly through Lagrange Multipliers. In contraGt, the present paper derives the formal statistics by concentrating Upon the distribution of residuals. It is shown that most existing tests can be derived in this way from a few elementary principles of specification analysis. One advantage of this alternative methodology is that it highlights some difficulties in existing approaches and simultaneously indicates a resolution of them; a good example being testing for heteroscedasticity in simultaneous equations. Other issues such as independence and robustness of diagnostic tests are also easily explored within the proposed framework.