an:01932856
Zbl 1015.62042
Zhu, Li-Xing
Model checking of dimension-reduction type for regression
EN
Stat. Sin. 13, No. 2, 283-296 (2003).
00093231
2003
j
62G08 62G09 62G20
bootstrap approximation; dimension-reduction; empirical processes; model checking; residual plots
Summary: Residual analysis is a commonly used technique for model checking in regression. However, the problem gets more complicated when the dimension of covariates is high because it is difficult to see what the residuals should be plotted against. We propose a simple search for a good projection direction for plotting and for constructing a lack-of-fit test. We also investigate the bootstrap approximation for computing \(p\)-values.