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On Testing the Adequacy of a Regression Model

 

作者: R.Carter Hill,   GeorgeG. Judge,   ThomasB. Fomby,  

 

期刊: Technometrics  （Taylor Available online 1978）
卷期: Volume 20, issue 4  

页码: 491-494

 

ISSN:0040-1706

 

年代: 1978

 

DOI:10.1080/00401706.1978.10489704

 

出版商: Taylor & Francis Group

 

关键词: Biased estimation;Model adequacy;Mean square error;Preliminary test estimator

 

数据来源: Taylor

 

摘要:

In this note a decision rule presented by Suich and Derringer [12] for aiding model validation is examined and contrasted to others in the literature. These decision rules which lead to preliminary test estimators are compared under squared error loss to the risk of the conventional estimator. Finally an estimator is identified which is uniformly superior to (dominates) the pretest estimator over the entire range of the parameter space.

 

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