Classical Lack-of-Fit Tests

Abstract

We now turn our attention to the problem of testing the fit of a parametric regression model. Ultimately, our purpose is to show how the nonparametric smoothing methods encountered in the previous three chapters can be useful in this regard. We begin, however, by considering some classical methods for checking model fit. This is done to provide some historical perspective and also to facilitate comparisons between smoothing-based and classical methods.