A General Definition of Residuals
作者： D. R. Cox , E. J. Snell
DOI: 10.1111/J.2517-6161.1968.TB00724.X
关键词:
摘要: RESIDUALS are now widely used to assess the adequacy of linear models; see Anscombe (1961) for a systematic discussion significance tests based on residuals, and references earlier work. A second closely related application residuals is in time-series analysis, example examining fit an autoregressive model. In context normal-theory models, n x 1 vector random variables Y assumed have form
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