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- Title
Tree-structured model diagnostics for linear regression.
- Authors
Su, Xiaogang; Tsai, Chih-Ling; Wang, Morgan
- Abstract
This paper studies model diagnostics for linear regression models. We propose two tree-based procedures to check the adequacy of linear functional form and the appropriateness of homoscedasticity, respectively. The proposed tree methods not only facilitate a natural assessment of the linear model, but also automatically provide clues for amending deficiencies. We explore and illustrate their uses via both Monte Carlo studies and real data examples.
- Subjects
HETEROSCEDASTICITY; REGRESSION analysis; MATHEMATICAL models; ECONOMETRICS; MATHEMATICAL statistics; TREE graphs; DECISION trees
- Publication
Machine Learning, 2009, Vol 74, Issue 2, p111
- ISSN
0885-6125
- Publication type
Article
- DOI
10.1007/s10994-008-5080-8