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

doi:10.1080/01621459.1992.10475221

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

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

44 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 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	https://doi.org/10.1080/01621459.1992.10475221
State	Published - 1992

Keywords

Curvature
Exact fit
Lack of fit

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10.1080/01621459.1992.10475221

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title = "Comparison of model misspecification diagnostics using residuals from least mean of squares and least median of squares fits",

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. {\textcopyright} 1992 Taylor & Francis Group, LLC.",

keywords = "Curvature, Exact fit, Lack of fit",

author = "Cook, {R. D.} and Hawkins, {D. M.} and S. Weisberg",

year = "1992",

doi = "10.1080/01621459.1992.10475221",

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journal = "Journal of the American Statistical Association",

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AU - Cook, R. D.

AU - Hawkins, D. M.

AU - Weisberg, S.

PY - 1992

Y1 - 1992

N2 - 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.

AB - 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.

KW - Curvature

KW - Exact fit

KW - Lack of fit

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DO - 10.1080/01621459.1992.10475221

M3 - Article

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JO - Journal of the American Statistical Association

JF - Journal of the American Statistical Association

IS - 418

ER -

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

Abstract

Keywords

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