Proceedings of the 2014 International Conference on Computer Science and Electronic Technology

goodness-of-fit test for normally distributed ar(1) disturbances of the multiple linear regression model

Authors
Yan Su, Ya-Ping Huang, Xia-Ying Su
Corresponding Author
Yan Su
Available Online January 2015.
DOI
10.2991/iccset-14.2015.72How to use a DOI?
Keywords
Linear regression, Autoregressive disturbance, Residuals, AD test, Critical values.
Abstract

We suggest the modified Anderson-Darling(AD) test procedures for testing normality of the AR(1) disturbances of the multiple linear regression model. The asymptotic null distribution of the transformed sample is obtained, and an algorithm is given to approximate the critical values of the test statistic for the finite sample size. The power of the test against various alternative distributions of the model disturbances is illustrated by Monte Carlo simulation.

Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2014 International Conference on Computer Science and Electronic Technology
Series
Advances in Computer Science Research
Publication Date
January 2015
ISBN
10.2991/iccset-14.2015.72
ISSN
2352-538X
DOI
10.2991/iccset-14.2015.72How to use a DOI?
Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yan Su
AU  - Ya-Ping Huang
AU  - Xia-Ying Su
PY  - 2015/01
DA  - 2015/01
TI  - goodness-of-fit test for normally distributed ar(1) disturbances of the multiple linear regression model
BT  - Proceedings of the 2014 International Conference on Computer Science and Electronic Technology
PB  - Atlantis Press
SP  - 325
EP  - 330
SN  - 2352-538X
UR  - https://doi.org/10.2991/iccset-14.2015.72
DO  - 10.2991/iccset-14.2015.72
ID  - Su2015/01
ER  -