20.500.12556/RUL-153971 A permutation approach to goodness-of-fit testing in regression models Model checking plays an important role in parametric regression as model misspecification seriously affects the validity and efficiency of regression analysis. Model checks can be performed by constructing an empirical process from the model’s fitted values and residuals. Due to a complex covariance function of the process obtaining the exact distribution of the test statistic is, however, intractable. Several solutions to overcome this have been proposed. It was shown that the simulation and bootstrap-based approaches are asymptotically valid, however, we show by using simulations that the rate of convergence can be slow. We, therefore, propose to estimate the null distribution by using a novel permutation-based procedure. We prove, under some mild assumptions, that this yields consistent tests under the null and some alternative hypotheses. Small sample properties of the proposed approach are studied in an extensive Monte Carlo simulation study and real data illustration is also provided. asymptotic convergence random permutations stochastic processes bootstrap asimptotična konvergenca naključne permutacije stohastični procesi true false true Angleški jezik Slovenski jezik Članek v reviji 2024-01-17 09:43:43 2024-01-17 09:43:49 2024-01-26 13:37:18 0000-00-00 00:00:00 2023 0 0 Str. 123-149 no. 1 Vol. 57 2023 0000-00-00 Zaloznikova Objavljeno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 61 0233-1888 10.1080/02331888.2023.2172173 140453123 A_permutation_approach_to_goodness-of-fit_testing_in_regression_models_(1).pdf A_permutation_approach_to_goodness-of-fit_testing_in_regression_models_(1).pdf 1 0E7528CA5538B4E9A4658551339A8A9D 2d4921e70ca4115a05dc259e8d88047775232bc1c0688f2cd6b68b23694ae743 f179d77d-b514-11ee-b3d9-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=180060 https://www.tandfonline.com/doi/full/10.1080/02331888.2023.2172173 0 c153f5f0-b514-11ee-b3d9-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=180059 Medicinska fakulteta 0 0 0