RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS |
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Authors: | H. Tobing C.A. McGilchrist |
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Affiliation: | University of New South Wales |
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Abstract: | Recursive residuals and their relationship to the recursive estimation of regression parameters have been developed for unvaried regression mod els. Such residuals and estimates have been used to test the constancy of regression over time. The current paper extends this work to multivariate regression modal. |
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Keywords: | Recursive residuals multivariate regression |
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