Siu Kei Sun

Publication Date

2-9-2010

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.

Degree Name

Statistics

Level of Degree

Doctoral

Department Name

Mathematics & Statistics

First Committee Member (Chair)

Ronald Christensen

Second Committee Member

Edward John Bedrick

Third Committee Member

Gabriel Huerta

Fourth Committee Member

Michael Fugate

Language

English

Keywords

Linear models (Statistics), Goodness-of-fit tests, Fourier transformations, Regression analysis--Asymptotic theory, Forests and forestry--Measurement--Statistical methods.

Document Type

Dissertation

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