On tests for normality of experimental error in ridge regression

Considered are tests for normality of the errors in ridge regression. If an intercept is included in the model, it is shown that test statistics based on the empirical distribution function of the ridge residuals have the same limiting distribution as in the one-sample test for normality with estima...

Full description

Saved in:
Bibliographic Details
Published inJournal of statistical planning and inference Vol. 9; no. 3; pp. 367 - 374
Main Author Wood, Constance L.
Format Journal Article
LanguageEnglish
Published Lausanne Elsevier B.V 01.01.1984
New York,NY Elsevier Science
Amsterdam
Subjects
Asymptotic distribution
Exact sciences and technology
Goodness-of-fit tests
Mathematics
Nonparametric inference
Probability and statistics
Sciences and techniques of general use
Statistics
Goodness-of-fit tests
62G10
Asymptotic distribution
Regression
Normality test
Errors
Goodness of fit test
Online AccessGet full text

Cover

More Information
Summary:Considered are tests for normality of the errors in ridge regression. If an intercept is included in the model, it is shown that test statistics based on the empirical distribution function of the ridge residuals have the same limiting distribution as in the one-sample test for normality with estimated mean and variance. The result holds with weak assumptions on the behavior of the independent variables; asymptotic normality of the ridge estimator is not required.
ISSN:0378-3758
1873-1171
DOI:10.1016/0378-3758(84)90011-9