Regional residual plots for assessing the fit of linear regression models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- H. Dette & A. Munk, 1998. "Testing heteroscedasticity in nonparametric regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(4), pages 693-708.
- Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Flachaire, Emmanuel, 2005.
"Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap,"
Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 361-376, April.
- Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175910, HAL.
- Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Post-Print halshs-00175910, HAL.
- D. Y. Lin & L. J. Wei & Z. Ying, 2002. "Model-Checking Techniques Based on Cumulative Residuals," Biometrics, The International Biometric Society, vol. 58(1), pages 1-12, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- E. Deschepper & O. Thas & J. P. Ottoy, 2008. "Tests and Diagnostic Plots for Detecting Lack‐of‐Fit for Circular‐Linear Regression Models," Biometrics, The International Biometric Society, vol. 64(3), pages 912-920, September.
- Heuchenne, Cédric & Van Keilegom, Ingrid, 2010. "Goodness-of-fit tests for the error distribution in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1942-1951, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel A. J. Pownall, 2023.
"Empirical evidence of anchoring and loss aversion from art auctions,"
Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(2), pages 279-301, June.
- Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel Pownall, 2014. "Empirical Evidence of Anchoring and Loss Aversion from Art Auctions," Working Papers 73, Brandeis University, Department of Economics and International Business School, revised Apr 2015.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023.
"How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?,"
Econometric Theory, Cambridge University Press, vol. 39(4), pages 789-847, August.
- Benedikt M. Potscher & David Preinerstorfer, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers 2005.04089, arXiv.org, revised Nov 2021.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016. "Improving weighted least squares inference," ECON - Working Papers 232, Department of Economics - University of Zurich, revised Nov 2017.
- Romano, Joseph P. & Wolf, Michael, 2017.
"Resurrecting weighted least squares,"
Journal of Econometrics, Elsevier, vol. 197(1), pages 1-19.
- Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.
- Jinook Jeong & Byunguk Kang, 2012.
"Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(7), pages 1531-1542, January.
- Jeong, Jinook & Kang, Byunguk, 2006. "Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity," MPRA Paper 9791, University Library of Munich, Germany, revised May 2008.
- Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
- Torben Klarl, 2014.
"Is Spatial Bootstrapping A Panacea For Valid Inference?,"
Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 304-312, March.
- Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series 322, Universitaet Augsburg, Institute for Economics.
- Olivier Armantier, 2006.
"Estimates of Own Lethal Risks and Anchoring Effects,"
Journal of Risk and Uncertainty, Springer, vol. 32(1), pages 37-56, January.
- Olivier Armantier, 2003. "Estimates Of Own Lethal Risks And Anchoring Effects," Department of Economics Working Papers 03-04, Stony Brook University, Department of Economics.
- Olivier Armantier, 2006. "Estimates of Own Lethal Risks and Anchoring Effects," CIRANO Working Papers 2006s-14, CIRANO.
- Lee, Taewook, 2016. "Wild bootstrap Ljung–Box test for cross correlations of multivariate time series," Economics Letters, Elsevier, vol. 147(C), pages 59-62.
- repec:lan:wpaper:2454 is not listed on IDEAS
- repec:lan:wpaper:2375 is not listed on IDEAS
- Yang He & Otávio Bartalotti, 2020.
"Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals,"
The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 211-231.
- He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
- He, Yang & Bartalotti, Otávio, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 202005010700001071, Iowa State University, Department of Economics.
- He, Yang & Bartalotti, Otávio, 2019. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 201903010800001071, Iowa State University, Department of Economics.
- Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
- Osbat, Chiara & Corbo, Vesna, 2012. "Optimism bias? The elasticity puzzle in international economics revisited," Working Paper Series 1482, European Central Bank.
- Emmanuel Flachaire, 2005.
"More Efficient Tests Robust to Heteroskedasticity of Unknown Form,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 219-241.
- Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175914, HAL.
- Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Post-Print halshs-00175914, HAL.
- Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010.
"Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.
- E Pavlidis & I Paya & D Peel, 2009. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Working Papers 599040, Lancaster University Management School, Economics Department.
- Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
- Graddy, Kathryn & Pownall, Rachel A J & Loewenstein, Lara & Mei, Jianping & Moses, Mike, 2014.
"Anchoring or Loss Aversion? Empirical Evidence from Art Auctions,"
CEPR Discussion Papers
10048, C.E.P.R. Discussion Papers.
- Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel A J Pownall, 2014. "Anchoring or Loss Aversion? Empirical Evidence from Art Auctions," ACEI Working Paper Series AWP-04-2014, Association for Cultural Economics International, revised Jun 2014.
- Rasmus Landersø, 2015. "Does Incarceration Length Affect Labor Market Outcomes?," Journal of Law and Economics, University of Chicago Press, vol. 58(1), pages 205-234.
- Matthew D. Webb, 2023.
"Reworking wild bootstrap‐based inference for clustered errors,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 839-858, August.
- Matthew D. Webb, 2014. "Reworking Wild Bootstrap Based Inference For Clustered Errors," Working Paper 1315, Economics Department, Queen's University.
- Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
- repec:lan:wpaper:2596 is not listed on IDEAS
- Ventura Charlin & Arturo Cifuentes, 2017. "On the correlation between stocks and art market returns," Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 128-131, January.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:50:y:2006:i:8:p:1995-2013. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.