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Department of Mathematical Sciences
DATE: | Thursday, March 24, 2016 |
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TIME: | 1:15pm to 2:15pm |
LOCATION: | WH 100E |
SPEAKER: | Qiqing Yu, Binghamton University |
TITLE: | The Marginal Distribution Diagnostic Plotting Method And Tests for Multiple Linear Regression Models |
Abstract
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.