Advanced search
Publication Cover
Journal of the American Statistical Association Volume 93, 1998 - Issue 441
Submit an article Journal homepage
387
Views
151
CrossRef citations to date
0
Altmetric
Theory and Method

Bootstrap Approximations in Model Checks for Regression

W. Stute Mathematical Institute, University of Giessen, D-35392, Giessen, Germany
,
W. González Manteiga Department of Statistics, University of Santiago de Compostela, Spain
&
M. Presedo Quindimil Department of Mathematics, University of La Coruña, 15071, La CoruñTa, Spain
Pages 141-149 | Received 01 Sep 1995, Published online: 17 Feb 2012

Citations (151)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (22)

E. Mokhtari, A. Dolati & A. Dastbaravarde. (2023) Copula-based measures and tests for conditional asymmetry. Communications in Statistics - Simulation and Computation 0:0, pages 1-22.
Read now
Jakob Peterlin, Janez Stare & Rok Blagus. (2023) A permutation approach to goodness-of-fit testing in regression models. Statistics 57:1, pages 123-149.
Read now
Lingzhu Li, Xuehu Zhu & Lixing Zhu. (2023) Adaptive-to-Model Hybrid of Tests for Regressions. Journal of the American Statistical Association 118:541, pages 514-523.
Read now
Guochang Wang, Ke Zhu & Xiaofeng Shao. (2022) Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models. Journal of Business & Economic Statistics 40:3, pages 980-994.
Read now
Shuo Li & Yundong Tu. (2019) A joint test for parametric specification and independence in nonlinear regression models. Econometric Reviews 38:10, pages 1202-1215.
Read now
Karun Adusumilli & Taisuke Otsu. (2017) Empirical Likelihood for Random Sets. Journal of the American Statistical Association 112:519, pages 1064-1075.
Read now
T. R. Cotos-Yáñez, A. Pérez-González & W. González-Manteiga. (2016) Model checks for nonparametric regression with missing data: a comparative study. Journal of Statistical Computation and Simulation 86:16, pages 3188-3204.
Read now
Tizheng Li & Changlin Mei. (2016) Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models. Communications in Statistics - Simulation and Computation 45:6, pages 1991-2006.
Read now
M.L. Nores & M.P. Díaz. (2016) Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies. Journal of Applied Statistics 43:5, pages 810-826.
Read now
Ronald Christensen & Yong Lin. (2015) Lack-of-fit Tests Based On Partial Sums of Residuals. Communications in Statistics - Theory and Methods 44:13, pages 2862-2880.
Read now
B. Ganguli, M. Naskar, E.J. Malloy & E.A. Eisen. (2015) Determination of the functional form of the relationship of covariates to the log hazard ratio in a Cox model. Journal of Applied Statistics 42:5, pages 1091-1105.
Read now
Eduardo García-Portugués, Wenceslao González-Manteiga & Manuel Febrero-Bande. (2014) A Goodness-of-Fit Test for the Functional Linear Model with Scalar Response. Journal of Computational and Graphical Statistics 23:3, pages 761-778.
Read now
Tianfa Xie, Zhihua Sun & Liuquan Sun. (2012) A consistent model specification test for a partial linear model with covariates missing at random. Journal of Nonparametric Statistics 24:4, pages 841-856.
Read now
Pascal Lavergne & Valentin Patilea. (2012) One for All and All for One: Regression Checks With Many Regressors. Journal of Business & Economic Statistics 30:1, pages 41-52.
Read now
Tizheng Li & Changlin Mei. (2010) Testing for Linear Regression Relationships in Randomly Right-Censored Varying-Coefficient Models. Communications in Statistics - Simulation and Computation 39:6, pages 1122-1146.
Read now
Jingping Gu, Dingding Li & Dandan Liu. (2007) Bootstrap non-parametric significance test. Journal of Nonparametric Statistics 19:6-8, pages 215-230.
Read now
J. Santos Domínguez-Menchero, Gil González-Rodríguez & María Jesús LóPez-Palomo. (2005) An L point of view in testing monotone regression. Journal of Nonparametric Statistics 17:2, pages 135-151.
Read now
Manuel A. Domínguez. (2005) On the Power of Bootstrapped Specification Tests. Econometric Reviews 23:3, pages 215-228.
Read now
Manuel A. Domínguez & Ignacio N. Lobato. (2003) Testing the Martingale Difference Hypothesis. Econometric Reviews 22:4, pages 351-377.
Read now
Jean Diebolt & Jacques Zuber. (2001) ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS. Communications in Statistics - Simulation and Computation 30:1, pages 195-216.
Read now
W. Stute, W. González Manteiga & C. Sánchez Sellero. (2000) Nonparametric model checks in censored regression. Communications in Statistics - Theory and Methods 29:7, pages 1611-1629.
Read now
. (1999) Letters to the Editor. Journal of the American Statistical Association 94:446, pages 659-660.
Read now

Articles from other publishers (129)

Tim Kutzker, Nadja Klein & Dominik Wied. (2023) Flexible specification testing in quantile regression models. Scandinavian Journal of Statistics 51:1, pages 355-383.
Crossref
Ran Liu & Lixing Zhu. (2023) Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models. Computational Statistics & Data Analysis 180, pages 107616.
Crossref
Junmin Liu, Deli Zhu, Luoyao Yu & Xuehu Zhu. (2022) Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach. TEST 32:1, pages 232-262.
Crossref
Jakob Peterlin, Nataša Kejžar & Rok Blagus. (2022) Correct specification of design matrices in linear mixed effects models: tests with graphical representation. TEST 32:1, pages 184-210.
Crossref
Rand R. WilcoxRand R. Wilcox. 2023. A Guide to Robust Statistical Methods. A Guide to Robust Statistical Methods 167 206 .
Jun Wang, Dianpeng Wang & Yubin Tian. (2021) Multidimensional specification test based on non-stationary time series. TEST 31:2, pages 348-372.
Crossref
Martin Kanovský, Júlia Halamová, Bronislava Strnádelová, Robert Moro & Maria Bielikova. (2021) Pupil size variation in primary facial expressions–testing potential biomarker of self-criticism. Artificial Intelligence Review 55:3, pages 2001-2022.
Crossref
Falong Tan & Lixing Zhu. (2022) Integrated conditional moment test and beyond: when the number of covariates is divergent. Biometrika 109:1, pages 103-122.
Crossref
Alessio Sancetta. (2022) Testing subspace restrictions in the presence of high dimensional nuisance parameters. Electronic Journal of Statistics 16:2.
Crossref
. 2022. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 827 884 .
Rand R. Wilcox. 2022. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 653 772 .
Rand R. Wilcox. 2022. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 541 575 .
Jun Zhang. (2021) Model checking for multiplicative linear regression models with mixed estimators. Statistica Neerlandica 75:3, pages 364-403.
Crossref
Eduardo García‐Portugués, Javier Álvarez‐Liébana, Gonzalo Álvarez‐Pérez & Wenceslao González‐Manteiga. (2020) A goodness‐of‐fit test for the functional linear model with functional response. Scandinavian Journal of Statistics 48:2, pages 502-528.
Crossref
Miguel A. Delgado & Luis A. Arteaga-Molina. (2021) Testing constancy in varying coefficient models. Journal of Econometrics 222:1, pages 625-644.
Crossref
Zhihua Sun, Yuanyuan Guo, Tianfa Xie & Miaomiao Wang. (2020) Model diagnostics of parametric Tobit model based on cumulative residuals. Journal of the Korean Statistical Society 50:1, pages 198-213.
Crossref
Gerhard Dikta & Marsel ScheerGerhard Dikta & Marsel Scheer. 2021. Bootstrap Methods. Bootstrap Methods 165 230 .
M.I. Borrajo, W. González-Manteiga & M.D. Martínez-Miranda. (2020) Testing for significant differences between two spatial patterns using covariates. Spatial Statistics 40, pages 100379.
Crossref
Su-jin Zheng, Si-yu Gao & Zhi-hua Sun. (2020) Projection-based Consistent Test for Linear Regression Model with Missing Response and Covariates. Acta Mathematicae Applicatae Sinica, English Series 36:4, pages 917-935.
Crossref
Jun Zhang, Junpeng Zhu, Yan Zhou, Xia Cui & Tao Lu. (2018) Multiplicative regression models with distortion measurement errors. Statistical Papers 61:5, pages 2031-2057.
Crossref
Stefan Vögele, Matthias Grajewski, Kristina Govorukha & Dirk Rübbelke. (2020) Challenges for the European steel industry: Analysis, possible consequences and impacts on sustainable development. Applied Energy 264, pages 114633.
Crossref
Rand Wilcox. (2020) Regression When There Are Two Covariates: Some Practical Reasons for Considering Quantile Grids. Journal of Modern Applied Statistical Methods 18:1, pages 2-19.
Crossref
Simos G. Meintanis, Bojana Milošević & Marko Obradović. (2017) Goodness-of-fit tests in conditional duration models. Statistical Papers 61:1, pages 123-140.
Crossref
Miaomiao Wang, Chunling Liu, Tianfa Xie & Zhihua Sun. (2020) Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements. Computational Statistics & Data Analysis 141, pages 12-27.
Crossref
Hong-Fan Zhang, Lei Huang & Lian-Lian Liu. (2020) On bootstrap consistency of MAVE for single index models. Computational Statistics & Data Analysis 141, pages 28-39.
Crossref
Lingzhu Li, Sung Nok Chiu & Lixing Zhu. (2019) Model checking for regressions: An approach bridging between local smoothing and global smoothing methods. Computational Statistics & Data Analysis 138, pages 64-82.
Crossref
Falong Tan & Lixing Zhu. (2019) Adaptive-to-model checking for regressions with diverging number of predictors. The Annals of Statistics 47:4.
Crossref
N Neumeyer & I Van Keilegom. (2019) Bootstrap of residual processes in regression: to smooth or not to smooth?. Biometrika 106:2, pages 385-400.
Crossref
Pedro H.C. Sant’Anna & Xiaojun Song. (2019) Specification tests for the propensity score. Journal of Econometrics 210:2, pages 379-404.
Crossref
Myoung-jae Lee & Sanghyeok Lee. (2019) Double robustness without weighting. Statistics & Probability Letters 146, pages 175-180.
Crossref
Juan A. Cuesta-Albertos, Eduardo García-Portugués, Manuel Febrero-Bande & Wenceslao González-Manteiga. (2019) Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes. The Annals of Statistics 47:1.
Crossref
Zhifan Liu, Chunling Liu & Zhihua Sun. (2019) Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable. Journal of Statistical Planning and Inference 198, pages 13-28.
Crossref
Cuizhen Niu, Xu Guo, Yong Li & Lixing Zhu. (2018) Pairwise distance-based tests for conditional symmetry. Computational Statistics & Data Analysis 128, pages 145-162.
Crossref
Cuizhen Niu & Lixing Zhu. (2017) A robust adaptive-to-model enhancement test for parametric single-index models. Annals of the Institute of Statistical Mathematics 70:5, pages 1013-1045.
Crossref
Xu Guo, Gao-Rong Li, Michael McAleer & Wing-Keung Wong. (2018) Specification Testing of Production in a Stochastic Frontier Model. Sustainability 10:9, pages 3082.
Crossref
Cuizhen Niu, Xu Guo & Lixing Zhu. (2017) Enhancements of Non‐parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction. Scandinavian Journal of Statistics 45:2, pages 217-254.
Crossref
Mohammad W. Hattab & Ronald Christensen. (2018) Lack of fit tests based on sums of ordered residuals for linear models. Australian & New Zealand Journal of Statistics 60:2, pages 230-257.
Crossref
J. S. Allison, M. Hušková & S. G. Meintanis. (2017) Testing the adequacy of semiparametric transformation models. TEST 27:1, pages 70-94.
Crossref
Jun Zhang, Nanguang Zhou, Qian Chen & Tianyue Chu. (2018) Nonlinear measurement errors models subject to partial linear additive distortion. Brazilian Journal of Probability and Statistics 32:1.
Crossref
Zhihua Sun, Xue Ye & Liuquan Sun. (2018) Consistent test for parametric models with right-censored data using projections. Computational Statistics & Data Analysis 118, pages 112-125.
Crossref
Tianshun Yan & Changlin Mei. (2016) A test for a parametric form of the volatility in second-order diffusion models. Computational Statistics 32:4, pages 1583-1596.
Crossref
Qiang Xia, Kejun He & Cuizhen Niu. (2017) A Model‐Adaptive Test for Parametric Single‐Index Time Series Models. Journal of Time Series Analysis 38:6, pages 981-999.
Crossref
Xuehu Zhu, Xu Guo & Lixing Zhu. (2016) An adaptive-to-model test for partially parametric single-index models. Statistics and Computing 27:5, pages 1193-1204.
Crossref
Jun Zhang, Qian Chen, Bingqing Lin & Yan Zhou. (2017) On the single-index model estimate of the conditional density function: Consistency and implementation. Journal of Statistical Planning and Inference 187, pages 56-66.
Crossref
Tao Chen & Gautam Tripathi. (2017) A simple consistent test of conditional symmetry in symmetrically trimmed tobit models. Journal of Econometrics 198:1, pages 29-40.
Crossref
Bodhisattva Sen & Mary Meyer. (2017) Testing Against a Linear Regression Model Using Ideas from Shape-Restricted Estimation. Journal of the Royal Statistical Society Series B: Statistical Methodology 79:2, pages 423-448.
Crossref
Yubing WanSusmita DattaJ. Jack LeeMaiying Kong. (2017) Monotonic single-index models to assess drug interactions. Statistics in Medicine 36:4, pages 655-670.
Crossref
Zhihua Sun, Feifei Chen, Xiaohua Zhou & Qingzhao Zhang. (2017) Improved model checking methods for parametric models with responses missing at random. Journal of Multivariate Analysis 154, pages 147-161.
Crossref
. 2017. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 741 777 .
Rand Wilcox. 2017. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 585 691 .
Rand Wilcox. 2017. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 485 516 .
Xu Guo & Lixing Zhu. 2017. From Statistics to Mathematical Finance. From Statistics to Mathematical Finance 105 125 .
Miguel A. Delgado & Juan Carlos Escanciano. 2017. From Statistics to Mathematical Finance. From Statistics to Mathematical Finance 71 87 .
Jun Zhang, Nanguang Zhou, Zipeng Sun, Gaorong Li & Zhenghong Wei. (2016) Statistical inference on restricted partial linear regression models with partial distortion measurement errors. Statistica Neerlandica 70:4, pages 304-331.
Crossref
Xu Guo, Tao Wang & Lixing Zhu. (2016) Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach. Journal of the Royal Statistical Society Series B: Statistical Methodology 78:5, pages 1013-1035.
Crossref
Forrest R. Miller & James W. Neill. (2016) Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings. Journal of Multivariate Analysis 150, pages 14-26.
Crossref
Zhenghong Wei, Yongbin Fan & Jun Zhang. (2016) Statistical inference on restricted linear regression models with partial distortion measurement errors. Brazilian Journal of Probability and Statistics 30:3.
Crossref
Wayan Somayasa & Gusti A. Wibawa. (2016) Comparing tests appear in model-check for normal regression with spatially correlated observations. Journal of Physics: Conference Series 725, pages 012003.
Crossref
Yujie Gai, Jun Zhang, Gaorong Li & Xinchao Luo. (2015) Statistical inference on partial linear additive models with distortion measurement errors. Statistical Methodology 27, pages 20-38.
Crossref
Jack Porter & Ping Yu. (2015) Regression discontinuity designs with unknown discontinuity points: Testing and estimation. Journal of Econometrics 189:1, pages 132-147.
Crossref
Manuel A. Domínguez & Ignacio N. Lobato. (2014) A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS. Econometric Theory 31:4, pages 891-910.
Crossref
J. L. Ojeda, W. González-Manteiga & J. A. Cristóbal. (2014) Testing regression models with selection-biased data. Annals of the Institute of Statistical Mathematics 67:3, pages 411-436.
Crossref
Xu Guo, Wangli Xu & Lixing Zhu. (2014) Model checking for parametric regressions with response missing at random. Annals of the Institute of Statistical Mathematics 67:2, pages 229-259.
Crossref
Jun Zhang, Gaorong Li & Zhenghui Feng. (2015) Checking the adequacy for a distortion errors-in-variables parametric regression model. Computational Statistics & Data Analysis 83, pages 52-64.
Crossref
A. Sen & B. Sen. (2014) Testing independence and goodness-of-fit in linear models. Biometrika 101:4, pages 927-942.
Crossref
Jun Zhang, Yao Yu, Bu Zhou & Hua Liang. (2014) Nonlinear measurement error models subject to additive distortion. Journal of Statistical Planning and Inference 150, pages 49-65.
Crossref
Daniel Vázquez-Tarrío & Rosana Menéndez-Duarte. (2014) Bedload transport rates for coarse-bed streams in an Atlantic region (Narcea River, NW Iberian Peninsula). Geomorphology 217, pages 1-14.
Crossref
Ana Colubi, J. Santos Domínguez-Menchero & Gil González-Rodríguez. (2014) Testing constancy in monotone response models. Computational Statistics & Data Analysis 72, pages 45-56.
Crossref
Francesco Bravo. (2013) Varying coefficients partially linear models with randomly censored data. Annals of the Institute of Statistical Mathematics 66:2, pages 383-412.
Crossref
Song-qiao Wen & Li-xing Zhu. (2014) Empirical likelihood based goodness-of-fit testing for generalized linear mixed models. Acta Mathematicae Applicatae Sinica, English Series 30:1, pages 37-48.
Crossref
Jun Zhang, Zhenghui Feng & Bu Zhou. (2014) A revisit to correlation analysis for distortion measurement error data. Journal of Multivariate Analysis 124, pages 116-129.
Crossref
Miguel A. Delgado & J. Carlos Escanciano. 2014. Contemporary Developments in Statistical Theory. Contemporary Developments in Statistical Theory 91 117 .
Tizheng Li & Changlin Mei. (2013) Estimation and inference for varying coefficient partially nonlinear models. Journal of Statistical Planning and Inference 143:11, pages 2023-2037.
Crossref
MELANIE BIRKE & NATALIE NEUMEYER. (2012) Testing Monotonicity of Regression Functions – An Empirical Process Approach. Scandinavian Journal of Statistics 40:3, pages 438-454.
Crossref
Wenceslao González-Manteiga & Rosa M. Crujeiras. (2013) An updated review of Goodness-of-Fit tests for regression models. TEST 22:3, pages 361-411.
Crossref
Tizheng Li & Changlin Mei. (2013) Testing a polynomial relationship of the non‐parametric component in partially linear spatial autoregressive models. Papers in Regional Science 92:3, pages 633-650.
Crossref
Francesco Bravo. (2013) Partially linear varying coefficient models with missing at random responses. Annals of the Institute of Statistical Mathematics 65:4, pages 721-762.
Crossref
Laurent Delsol. (2012) No effect tests in regression on functional variable and some applications to spectrometric studies. Computational Statistics 28:4, pages 1775-1811.
Crossref
Konstantinos Fokianos & Michael H. Neumann. (2013) A goodness-of-fit test for Poisson count processes. Electronic Journal of Statistics 7:none.
Crossref
Guosheng Yin & Yanyuan Ma. (2013) Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation. Electronic Journal of Statistics 7:none.
Crossref
Gerhard Dikta, Sundarraman Subramanian & Thorsten Winkler. (2013) Bootstrap based model checks with missing binary response data. Statistics & Probability Letters 83:1, pages 219-226.
Crossref
Miguel A. Delgado & Juan Carlos Escanciano. (2012) Distribution-free tests of stochastic monotonicity. Journal of Econometrics 170:1, pages 68-75.
Crossref
Francesco Bravo. (2012) Generalized empirical likelihood testing in semiparametric conditional moment restrictions models. The Econometrics Journal 15:1, pages 1-31.
Crossref
. 2012. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 631 685 .
Sundarraman Subramanian. (2011) Multiple imputations and the missing censoring indicator model. Journal of Multivariate Analysis 102:1, pages 105-117.
Crossref
Pengjie Dai, Zhihua Sun & Peng Wang. (2010) Model checking for general linear error-in-covariables model with validation data. Journal of Systems Science and Complexity 23:6, pages 1153-1166.
Crossref
CÉCILE DUROT & LAURENCE REBOUL. (2010) Goodness-of-Fit Test for Monotone Functions. Scandinavian Journal of Statistics 37:3, pages 422-441.
Crossref
Rosa M. Crujeiras, Rubén Fernández-Casal & Wenceslao González-Manteiga. (2009) Goodness-of-fit tests for the spatial spectral density. Stochastic Environmental Research and Risk Assessment 24:1, pages 67-79.
Crossref
Kyungchul Song. (2009) Testing conditional independence via Rosenblatt transforms. The Annals of Statistics 37:6B.
Crossref
HONGTU ZHU, JOSEPH G. IBRAHIM & XIAOYAN SHI. (2009) Diagnostic Measures for Generalized Linear Models with Missing Covariates. Scandinavian Journal of Statistics 36:4, pages 686-712.
Crossref
Natalie Neumeyer. (2009) Testing independence in nonparametric regression. Journal of Multivariate Analysis 100:7, pages 1551-1566.
Crossref
Ricardo Cao & Salvador Naya. (2009) Nonlinear regression checking via local polynomial smoothing with applications to thermogravimetric analysis. Journal of Chemometrics 23:6, pages 275-282.
Crossref
Zhihua Sun, Qihua Wang & Pengjie Dai. (2009) Model checking for partially linear models with missing responses at random. Journal of Multivariate Analysis 100:4, pages 636-651.
Crossref
Y. Xia. (2009) Model checking in regression via dimension reduction. Biometrika 96:1, pages 133-148.
Crossref
J. Carlos Escanciano & Ignacio N. Lobato. 2009. Palgrave Handbook of Econometrics. Palgrave Handbook of Econometrics 972 1003 .
Lixing Zhu, Ruoqing Zhu & Song Song. (2008) Diagnostic checking for multivariate regression models. Journal of Multivariate Analysis 99:9, pages 1841-1859.
Crossref
Wang-Li Xu & Li-Xing Zhu. (2007) Goodness-of-fit testing for varying-coefficient models. Metrika 68:2, pages 129-146.
Crossref
Ingrid Van Keilegom, Wenceslao González Manteiga & César Sánchez Sellero. (2007) Goodness-of-fit tests in parametric regression based on the estimation of the error distribution. TEST 17:2, pages 401-415.
Crossref
Yingcun Xia. (2008) A Semiparametric Approach to Canonical Analysis. Journal of the Royal Statistical Society Series B: Statistical Methodology 70:3, pages 519-543.
Crossref
J. Carlos Escanciano. (2008) Joint and marginal specification tests for conditional mean and variance models. Journal of Econometrics 143:1, pages 74-87.
Crossref
Ingrid Van Keilegom, César Sánchez Sellero & Wenceslao González Manteiga. (2008) Empirical likelihood based testing for regression. Electronic Journal of Statistics 2:none.
Crossref
Javier Roca-Pardiñas & Stefan Sperlich. (2007) Testing the link when the index is semiparametric—a comparative study. Computational Statistics & Data Analysis 51:12, pages 6565-6581.
Crossref
Li-xing Zhu, Yong-song Qin & Wang-li Xu. (2007) The empirical likelihood goodness-of-fit test for regression model. Science in China Series A: Mathematics 50:6, pages 829-840.
Crossref
Jinhong You, Yong Zhou & Gemai Chen. (2009) Corrected local polynomial estimation in varying‐coefficient models with measurement errors. Canadian Journal of Statistics 34:3, pages 391-410.
Crossref
Natalie Neumeyer, Holger Dette & Eva‐Renate Nagel. (2006) BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS. Australian & New Zealand Journal of Statistics 48:2, pages 129-156.
Crossref
Winfried Stute & Li-Xing Zhu. (2005) Nonparametric checks for single-index models. The Annals of Statistics 33:3.
Crossref
Rand R. Wilcox. (2016) An Approach to Ancova that Allows Multiple Covariates, Nonlinearity, and Heteroscedasticity. Educational and Psychological Measurement 65:3, pages 442-450.
Crossref
Li-xing Zhu, Heng-jian Cui & K. W. Ng. (2004) Some Properties of A Lack-of-Fit Test for a Linear Errors in Variables Model. Acta Mathematicae Applicatae Sinica, English Series 20:4, pages 533-540.
Crossref
Estate V. Khmaladze & Hira L. Koul. (2004) Martingale transforms goodness-of-fit tests in regression models. The Annals of Statistics 32:3.
Crossref
Larry F. León & Chih‐Ling Tsai. (2004) Functional Form Diagnostics for Cox's Proportional Hazards Model. Biometrics 60:1, pages 75-84.
Crossref
Yasushi Kondo & Myoung‐Jae Lee. (2003) Hedonic price index estimation under mean‐independence of time dummies from quality characteristics. The Econometrics Journal 6:1, pages 28-45.
Crossref
Holger Dette & Axel Munk. (2003) Some Methodological Aspects of Validation of Models in Nonparametric Regression. Statistica Neerlandica 57:2, pages 207-244.
Crossref
. 2003. Applying Contemporary Statistical Techniques. Applying Contemporary Statistical Techniques R-1 R-12 .
Nicolai Bissantz & Axel Munk. (2002) A graphical selection method for parametric models in noisy inhomogeneous regression. Monthly Notices of the Royal Astronomical Society 336:1, pages 131-138.
Crossref
WINFRIED STUTE & LI‐XING ZHU. (2002) Model Checks for Generalized Linear Models. Scandinavian Journal of Statistics 29:3, pages 535-545.
Crossref
AXEL MUNK. (2002) Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms. Scandinavian Journal of Statistics 29:3, pages 501-533.
Crossref
Lixing Zhu, Yasunori Fujikoshi & Kanta Naito. (2001) Heteroscedasticity checks for regression models. Science in China Series A: Mathematics 44:10, pages 1236-1252.
Crossref
N. Bissantz & A. Munk. (2001) New statistical goodness of fit techniques in noisy inhomogeneous inverse problems. Astronomy & Astrophysics 376:2, pages 735-744.
Crossref
Rand R. Wilcox. (2016) Detecting Nonlinear Associations, Plus Comments on Testing Hypotheses About the Correlation Coefficient. Journal of Educational and Behavioral Statistics 26:1, pages 73-83.
Crossref
Stefanie Biedermann & Holger Dette. (2000) Testing linearity of regression models with dependent errors by kernel based methods. Test 9:2, pages 417-438.
Crossref
Georg Neuhaus & Li-Xing Zhu. (1999) Permutation Tests for Multivariate Location Problems. Journal of Multivariate Analysis 69:2, pages 167-192.
Crossref
Winfried Stute, Silke Thies & Li-Xing Zhu. (1998) Model checks for regression: an innovation process approach. The Annals of Statistics 26:5.
Crossref
Juan Carlos Escanciano. (2007) Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications. SSRN Electronic Journal.
Crossref
Xu Guo, Gaorong Li, Michael McAleer & Wing-Keung Wong. (2017) Specification Testing of Production in a Stochastic Frontier Model. SSRN Electronic Journal.
Crossref
Pedro H. C. Sant'Anna & Xiaojun Song. (2016) Speci fication Tests for the Propensity Score. SSRN Electronic Journal.
Crossref
Pedro H. C. Sant'Anna. (2016) Program Evaluation with Right-Censored Data. SSRN Electronic Journal.
Crossref
Ping Yu & Peter C. B. Phillips. (2014) Threshold Regression with Endogeneity. SSRN Electronic Journal.
Crossref
Patrick L. Leoni. (2013) Non-Parametric Spectral Tests for Forecast Accuracy. SSRN Electronic Journal.
Crossref
Kyungchul Song. (2007) Testing Conditional Independence via Rosenblatt Transforms. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.