Tree-structured model diagnostics for linear regression

  • Authors:
  • Xiaogang Su;Chih-Ling Tsai;Morgan C. Wang

  • Affiliations:
  • Department of Statistics and Actuarial Science, University of Central Florida, Orlando, USA 32816;Graduate School of Management, University of California, Davis, USA 95616;Department of Statistics and Actuarial Science, University of Central Florida, Orlando, USA 32816

  • Venue:
  • Machine Learning
  • Year:
  • 2009

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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.