| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10526706 | Statistics & Probability Letters | 2005 | 8 Pages |
Abstract
We describe how to test whether the distribution functions of errors from two linear regression models are the same, with statistics based on empirical distribution functions constructed with residuals. A smooth bootstrap method is used to approximate critical values. Simulations show that the procedure works well in practice.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Juan Mora,