We assume a multiple regression model in which the relation between a response variable and one of independent variables is nonlinear. CERES plot, an acronym for "Combining Conditional Expectations and RESiduals" is proposed by Cook (1993, Technometrics, 35, 351-362) for uncovering the function of n
A note on the behaviour of residual plots in regression
โ Scribed by Santiago Velilla
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 534 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
โฆ Synopsis
Properties of least-squares versus robust regression residual plots are compared under a common set of assumptions.
๐ SIMILAR VOLUMES
Suppose that {X,} is the stationary AR(p) process of the form: X, -/,t = fll(Xt.-i -la) + ... + [~t,(X,\_p -I~) + ~:,, where {~:,} is a sequence of i.i.d, random variables with mean zero and finite variance a 2. In this paper, we study the asymptotic behavior of the empirical process computed from t
Cases can be considered as possible outliers in a regression structure if deletion results in a sufficiently large reduction of the residual sum of squares. Calculations for selection of outlier cases on this basis can be accomplished by use of stepwise regression programs. Numerical examples are in