Is the Regression Equation Adequate?—A Further Note

Abstract

In a recent article, Suich and Derringer (1977) presented a criterion for determining the adequacy of the regression model. Ellertoa (1978) generalized this procedure. Hill, Judge and Fomby (1978) presented an estimator which they incorrectly attribute to Suich and Derringer and then showed that this estimator is uniformly inferior to the James-Stein estimator. The purpose of this note is to distinguish between Suich and Derringer's recommendation of model adequacy and the problems of estimation.

KEY WORDS:

• Model adequacy
• Noncentral F
• Regression