Comparing distribution functions of errors in linear models: A nonparametric approach

Juan Mora ()

Statistics & Probability Letters, 2005, vol. 73, issue 4, 425-432

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: Two-sample; problem; Residual-based; empirical; process; Smooth; bootstrap (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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