Abstract
This article explores model misspecification diagnostics based on least squares and least median of squares fits. It shows that in some circumstances, least median of squares methods (or any other estimator with the exact fit property) fail to reveal an incorrectly specified mean function, but least squares methods succeed. © 1992 Taylor & Francis Group, LLC.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 419-424 |
| Number of pages | 6 |
| Journal | Journal of the American Statistical Association |
| Volume | 87 |
| Issue number | 418 |
| DOIs | |
| State | Published - 1992 |
Keywords
- Curvature
- Exact fit
- Lack of fit
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Cite this
Cook, R. D., Hawkins, D. M., & Weisberg, S. (1992). Comparison of model misspecification diagnostics using residuals from least mean of squares and least median of squares fits. Journal of the American Statistical Association, 87(418), 419-424. https://doi.org/10.1080/01621459.1992.10475221