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Durbin–Watson检验的三次样条扩展AI 解读

We propose a new test for model misspecification in linear regression, based on a measure of ‘smoothness’ of the regression residuals. This ‘curvature statistic’ is related to a property of cubic splines and leads to a convenient, powerful test for patterns. The distribution of the curvature statistic may be derived from assumptions of normality. For equally spaced data, the calculations are simplified and a table of significance points of the distribution is given.…

Durbin–Watson 检验的三次样条扩展AI 解读

We propose a new test for model misspecification in linear regression, based on a measure of ‘smoothness’ of the regression residuals. This ‘curvature statistic’ is related to a property of cubic splines and leads to a convenient, powerful test for patterns. The distribution of the curvature statistic may be derived from assumptions of normality. For equally spaced data, the calculations are simplified and a table of significance points of the distribution is given.…