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Diagnostics for Nonlinearity and Heteroscedasticity in Errors-in-Variables Regression

 

作者: R.J. Carroll,   C.H. Spiegelman,  

 

期刊: Technometrics  (Taylor Available online 1992)
卷期: Volume 34, issue 2  

页码: 186-196

 

ISSN:0040-1706

 

年代: 1992

 

DOI:10.1080/00401706.1992.10484907

 

出版商: Taylor & Francis Group

 

关键词: Measurement-error models;Nonparametric regression;Residual plots

 

数据来源: Taylor

 

摘要:

We suggest new plotting methods for residual analysis in errors-in-variables regression. The standard residuals analyses are based on the methods of Miller and Fuller and are appropriate when the errors in the regression and the measurement error are symmetrically distributed. By “appropriate,” we mean that in large samples the plots will not falsely identify a nonexistent pattern of heteroscedasticity or nonlinearity. The standard methods are not appropriate in this sense for skewed error distributions. Our methods require replication of the error-prone predictors, but they are appropriate for both symmetric and skewed error distributions. Besides residual plots, we also construct hypothesis tests for heteroscedasticity. In terms of power for detecting heteroscedasticity, we show that the standard plot is more efficient when the residuals are normally distributed, although it does not achieve its nominal level for skewed error distributions. Simulations are used to illustrate the results. We also consider the case that measurement error in the response is correlated with the measurement error in the predictors, suggesting new residual plots in this setting. The article also contains a short summary of plotting techniques for detecting heteroscedasticity in regression.

 

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