Testing independence and goodness-of-fit in linear models
线性模型中的独立性与拟合优度检验
We consider a linear regression model and propose an omnibus test to simultaneously check the assumption of independence between the error and predictor variables and the goodness-of-fit of the parametric model. Our approach is based on testing for independence between the predictor and the residual obtained from the parametric fit by using the Hilbert–Schmidt independence criterion (Gretton et al., 2008). The proposed method requires no user-defined regularization, is…