A Simple Goodness-of-Fit Test for Continuous Conditional Distributions
This paper presents a pragmatic specification test for conditional continuous distributions with uncensored data. We employ Monte Carlo (MC) experiments and the 2011 Medical Expenditure Panel Survey data to examine coverage and power to discern deviations from correct model specification in distrib...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Accademia Piceno Aprutina dei Velati
2020-12-01
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| Series: | Ratio Mathematica |
| Subjects: | |
| Online Access: | http://eiris.it/ojs/index.php/ratiomathematica/article/view/524 |