Abstract #301047


The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.


Back to main JSM 2002 Program page



JSM 2002 Abstract #301047
Activity Number: 254
Type: Contributed
Date/Time: Tuesday, August 13, 2002 : 2:00 PM to 3:50 PM
Sponsor: General Methodology
Abstract - #301047
Title: A Lack of Fit Test for Heteroscedastic Regression Models via Series--Type Smoothers
Author(s): Chin-Shang Li*+
Affiliation(s): St. Jude Children's Research Hospital
Address: 332 North Lauderdale St., Memphis, Tennessee, 38105, USA
Keywords: fit comparison test ; order selection ; quasi-likelihood estimator ; series smoother
Abstract:

A test is derived to assess the validity of heteroscedastic nonlinear regression models by using a nonparametric series-type regression methodology. A data-driven method is proposed that uses the parametric null model optimal order for order selection, yielding a test that is asymptotically normally distributed under the null hypothesis and is consistent against any fixed alternative. The resulting test is applied to the problem of testing the lack of fit of a generalized linear model.


  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2002 program

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002