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Testing the adequacy of regression functions

R. DENNIS COOK, EFSTATHIA BURA

Biometrika · 1997 · Volume 84 · Issue 4

DOI: 10.1093/biomet/84.4.949

Abstract

Adapting the method of principal Hessian directions as recently proposed by Li (1992), we present a test for aiding an assessment of the adequacy of a regression function.

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