Abstract
It is shown that the Lack-of-Fit test can be considered as the likelihood ratio test on the mean structure for some linear model. The asymptotic expansion of the null distribution of the test statistic is derived up to order $n^-1$ under nonnormality. A certain robustness against nonnormality is also investigated.
Citation
Chieko Matsumoto. Hirofumi Wakaki. "Asymptotic expansion for Lack-of-Fit test under nonnormality." Hiroshima Math. J. 36 (1) 29 - 38, March 2006. https://doi.org/10.32917/hmj/1147883394
Information
