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Global Validation of Linear Model Assumptions
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Journal Article
Global Validation of Linear Model Assumptions
2006
Overview
An easy-to-implement global procedure for testing the four assumptions of the linear model is proposed. The test can be viewed as a Neyman smooth test and relies only on the standardized residual vector. If the global procedure indicates a violation of at least one of the assumptions, then the components of the global test statistic can be used to gain insight into which assumptions have been violated. The procedure can also be used in conjunction with associated deletion statistics to detect unusual observations. Simulation results are presented indicating the sensitivity of the procedure in detecting model violations under a variety of situations, and its performance is compared with three potential competitors, including a procedure based on the Box-Cox power transformation. The procedure is demonstrated by applying it to a new car mileage dataset and a water salinity dataset that has been used earlier to illustrate model diagnostics.
Publisher
Taylor & Francis,American Statistical Association,Taylor & Francis Ltd
