Comparison of Model Misspecification Diagnostics Using Residuals From Least Mean of Squares and Least Median of Squares Fits
本文比较了最小二乘和最小中位数平方两种方法在模型误设诊断中的表现，发现最小中位数平方在某些情况下无法检测出均值函数设定错误，而最小二乘则能成功识别。
Abstract 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.