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Checking Model Validity in Linear Regression

✍ Scribed by JAMES W. COTTS


Book ID
111016239
Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
438 KB
Volume
9
Category
Article
ISSN
0141-982X

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Let us consider the ΓΏxed regression model, Yt = m(xt) + t ; t = 1; : : : ; n; and assume that the random errors, { t }; follow an ARMA-type dependence structure. The purpose of this paper is to study the application of the bootstrap test to check that the unknown regression function, m, follows a ge