Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

On Model Diagnostics Using Varying Coefficient Models

Goran Kauermann and Gerhard Tutz
Biometrika
Vol. 86, No. 1 (Mar., 1999), pp. 119-128
Published by: Oxford University Press on behalf of Biometrika Trust
Stable URL: http://www.jstor.org/stable/2673541
Page Count: 10
  • Read Online (Free)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On Model Diagnostics Using Varying Coefficient Models
Preview not available

Abstract

The paper motivates the use of varying coefficient models for diagnostics in regression models with continuous and factorial covariates. The varying coefficient model, which is restricted only by assumptions concerning the smoothness of the effects, is considered as the alternative to a parametric generalised linear model. Estimation is based on local likelihood smoothing and asymptotic properties of the estimators are derived. For the investigation of the discrepancy between the parametric model and the smooth alternative a simple graphical procedure is proposed. Moreover, tests are derived which allow for overall and componentwise investigation. The componentwise tests may be used to examine interaction effects of continuous and factorial regressors.

Page Thumbnails

  • Thumbnail: Page 
[119]
    [119]
  • Thumbnail: Page 
120
    120
  • Thumbnail: Page 
121
    121
  • Thumbnail: Page 
122
    122
  • Thumbnail: Page 
123
    123
  • Thumbnail: Page 
124
    124
  • Thumbnail: Page 
125
    125
  • Thumbnail: Page 
126
    126
  • Thumbnail: Page 
127
    127
  • Thumbnail: Page 
128
    128