On the Use of Nonparametric Regression for Model Checking
研究了用非参数回归检验参数回归模型拟合优度的方法,开发了伪似然比检验进行全局评估,并用模拟带指示偏离模型的性质,适用于离散响应变量和一阶自回归序列。
The use of nonparametric regression is explored to check the fit of a parametric regression model. The principal aim is to check the validity of the regression curve rather than necessarily to detect outliers. A pseudo likelihood ratio test is developed to provide a global assessment of fit and simulation bands are used to indicate the nature of departures from the model. The types of data considered include discrete response variables, where standard diagnostic techniques are often not appropriate, and first-order autoregressive series. Several numerical examples are given.