Alternative Goodness-of-Fit Tests for Linear Models

作者：Christensen Ronald^*; Sun Siu Kei

来源：Journal of the American Statistical Association, 2010, 105(489): 291-301.

DOI：10.1198/jasa.2009.tm08697

• Fowler transforms
• Lack-of-fit tests
• Linear models

Fan and Huang (2001) presented a goodness-of-fit test for linear models based on Fourier transformations of the residuals of the fitted model We present two mole theoretically appealing tests in which the Fourier transforms are incorporated into a tilted model We show that when suitably normalized. the new test statistics have the same as distribution as Fan and Huang's test We propose modifications to the asymptotic normalization constants to improve the small sample sizes of our tests while retaining their asymptotic distributions Small sample sizes and powers are examined via simulations An illustration is given

• 出版日期2010-3