Comparison of model misspecification diagnostics using residuals from least mean of squares and least median of squares fits

R. D. Cook, D. M. Hawkins, S. Weisberg

Research output: Contribution to journalArticle

34 Scopus citations

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 languageEnglish (US)
Pages (from-to)419-424
Number of pages6
JournalJournal of the American Statistical Association
Volume87
Issue number418
DOIs
StatePublished - 1992

Keywords

  • Curvature
  • Exact fit
  • Lack of fit

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