Spurious regression.
Ventosa-Santaulària, D. (2009)
Journal of Probability and Statistics
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Spurious regression.
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Analysis of generalized residuals in hazard regression models
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Goodness-of-fit tests for parametric regression models based on empirical characteristic functions
Marie Hušková, Simon G. Meintanis (2009)
Kybernetika
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Test procedures are constructed for testing the goodness-of-fit in parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical...