articleWU ResearchJan 1, 2015GREEN OA

Diagnostic Checking in Regression Relationships

AZAchim ZeileisTHTorsten Hothorn

Abstract

The classical linear regression model yi = x ⊤ i β +ui (i = 1,...,n) (1) is still one of the most popular tools for data analysis despite (or due to) its simple structure. Although it is appropriate in many situations, there are many pitfalls that might affect the quality of

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Topics & keywords

Topics
Keywords
  • Econometrics
  • Regression
  • Heteroscedasticity
  • Simple linear regression
  • Regression analysis
  • CUSUM
  • Goodness of fit
  • Computer science
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