A Note on Residual Analysis
作者:
George Zyskind,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1963)
卷期:
Volume 58,
issue 304
页码: 1125-1132
ISSN:0162-1459
年代: 1963
DOI:10.1080/01621459.1963.10480693
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this note some aspects of residual analysis are considered critically. The relation between residual analysis in the sense of Freund, Vail, and Clunies-Ross and the analysis of covariance is clearly exhibited. The note establishes exact expressions for the difference between the “true” additional regression sum of squares obtained by simultaneous regression analysis and the regression sum of squares due to additional variables by residual analysis. The difference is given some simple interpretations. It is shown that a residual analysis test statistic considered by Freund,et al. is subject to certain serious defects.
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