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RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS
Author(s) -
Tobing H.,
McGilchrist C.A.
Publication year - 1992
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1992.tb01355.x
Subject(s) - multivariate statistics , regression analysis , statistics , regression , regression diagnostic , bayesian multivariate linear regression , cross sectional regression , mathematics , segmented regression , proper linear model , factor regression model , multivariate adaptive regression splines , polynomial regression , regression dilution
Summary Recursive residuals and their relationship to the recursive estimation of regression parameters have been developed for unvaried regression mod els. Such residuals and estimates have been used to test the constancy of regression over time. The current paper extends this work to multivariate regression modal.