Problem of the Week
Hilton Memorial Lecture
Department of Mathematical Sciences
|DATE:||Thursday, March 24, 2016|
|TIME:||1:15pm to 2:15pm|
|SPEAKER:||Qiqing Yu, Binghamton University|
|TITLE:||The Marginal Distribution Diagnostic Plotting Method And Tests for Multiple Linear Regression Models|
We propose a new diagnostic plotting method, called the marginal distribution plots, for the linear regression model. The method induces a class of model checking tests. The MD approach has certain advantages over the residuals plots and existing model checking tests. It can be a nice complement to the existing approaches. Simulation results suggest that the MD tests are more powerful than the existing tests when the linear regression models are not appropriate.