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Simulated residuals. (English) Zbl 0619.62057

This article deals with models deduced from a latent regression model by a nonlinear mapping (probit, tobit, disequilibrium models). In this context simulated residuals are defined whose role is similar to that of usual residuals in the regression model. In particular it is possible, with these new tools, to use the standard regression packages for diagnostic checks or genuine statistical tests.
Reviewer: J.Lillestøl

MSC:

62J02 General nonlinear regression
62P20 Applications of statistics to economics
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References:

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