Goodness of Fit Test Based on BLUS Residuals for Error Distribution of Regression Model

نویسندگان

چکیده

The error distribution testing plays an important role in linear regression as misspecification seriously affects the validity and efficiency of analysis. least squares (OLS) residuals are often used to construct test statistics; order overcome non-independent identically residuals, best unbiased scale (BLUS) applied this paper, which, unlike OLS vector is independently distributed. Based on BLUS a new statistic constructed by using sample random distance between quantile quasi derived from null distribution, goodness-of-fit model studied. powers tests under certain alternatives examined. They more powerful for hypotheses concerned.

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ژورنال

عنوان ژورنال: Applied mathematics

سال: 2022

ISSN: ['2152-7393', '2152-7385']

DOI: https://doi.org/10.4236/am.2022.138042