Title

Tree-structured model diagnostics for linear regression

Authors

Authors

X. G. Su; C. L. Tsai;M. Wang

Comments

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Abstract

This paper studies model diagnostics for linear regression models. We propose two tree-based procedures to check the adequacy of linear functional form and the appropriateness of homoscedasticity, respectively. The proposed tree methods not only facilitate a natural assessment of the linear model, but also automatically provide clues for amending deficiencies. We explore and illustrate their uses via both Monte Carlo studies and real data examples.

Journal Title

Machine Learning

Volume

74

Issue/Number

2

Publication Date

1-1-2009

Document Type

Article

First Page

111

Last Page

131

WOS Identifier

WOS:000263062800001

ISSN

0885-6125

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