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Testing for lack of fit in regression - a review
Authors:James W Neill  Dallas E Johnson
Institution:1. Department of Mathematics , Texas Tech University , Lubbock, Texas, 79409;2. Department of Statistics , Kansas State University , Manhattan, Kansas, 66506
Abstract:Assessment of the adequacy of a proposed linear regression model is necessarily subjective. However, the following three criteria may warrant investigation whether the distributional assumptions for the stochastic portion of the model are satisfied, whether the predictive capability of the model is satisfactory, and whether the deterministic portion of the model is adejuate in a statistical sense. The first two criteria have been reviewed in the literature to some extent. This paper reviews statistical tests and procedures which aid the experimenter in deterrmining lack of fit or functional misspecification associated with the deterministic portion of a proposed linear regression model.
Keywords:regression  lack of fit  model adequacy
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