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Comparison of Model Misspecification Diagnostics Using Residuals from Least Mean of Squares and Least Median of Squares Fits

 

作者: R.D. Cook,   D.M. Hawkins,   S. Weisberg,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1992）
卷期: Volume 87, issue 418  

页码: 419-424

 

ISSN:0162-1459

 

年代: 1992

 

DOI:10.1080/01621459.1992.10475221

 

出版商: Taylor & Francis Group

 

关键词: Curvature;Exact fit;Lack of fit

 

数据来源: Taylor

 

摘要:

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.

 

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