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Alternative goodness-of-fit tests for linear models


Please use this identifier to cite or link to this item: http://hdl.handle.net/1928/10327

Alternative goodness-of-fit tests for linear models

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dc.contributor.author Sun, Siu Kei
dc.date.accessioned 2010-02-09T21:41:10Z
dc.date.available 2010-02-09T21:41:10Z
dc.date.issued 2010-02-09T21:41:10Z
dc.date.submitted December 2009
dc.identifier.uri http://hdl.handle.net/1928/10327
dc.description.abstract Fan and Huang (2001) presented a goodness-of-fit test for linear models based on Fourier transformations of the residuals of the fitted model. We present two more theoretically appealing tests in which the Fourier transforms are incorporated into a fitted model. We show that when suitably normalized, the new test statistics have the same asymptotic distribution as Fan and Huang's test. We propose modifications to the asymptotic normalization constants to improve the small sample sizes of our tests while retaining their asymptotic distributions. Small sample sizes and powers are examined via simulations. Real data of short-leaf pines from Bruce and Schumacher (1935) are used to illustrate the performance of the proposed tests. en_US
dc.language.iso en_US en_US
dc.subject Fourier transforms, Lack-of-fit tests, Linear models en_US
dc.subject.lcsh Linear models (Statistics)
dc.subject.lcsh Goodness-of-fit tests.
dc.subject.lcsh Fourier transformations.
dc.subject.lcsh Regression analysis--Asymptotic theory.
dc.subject.lcsh Forests and forestry--Measurement--Statistical methods.
dc.title Alternative goodness-of-fit tests for linear models en_US
dc.type Dissertation en_US
dc.description.degree Statistics en_US
dc.description.level Doctoral en_US
dc.description.department University of New Mexico. Dept. of Mathematics and Statistics en_US
dc.description.advisor Christensen, Ronald
dc.description.committee-member Huerta, Gabriel
dc.description.committee-member Fugate, Michael
dc.description.committee-member Bedrick, Edward

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