Diagnostic Checking in Regression Relationships

@inproceedings{Zeileis2009DiagnosticCI,
  title={Diagnostic Checking in Regression Relationships},
  author={Achim Zeileis and Torsten Hothorn},
  year={2009}
}
is still one of the most popular tools for data analysis despite (or due to) its simple structure. Although it is appropriate in many situations, there are many pitfalls that might affect the quality of conclusions drawn from fitted models or might even lead to uninterpretable results. Some of these pitfalls that are considered especially important in applied econometrics are heteroskedasticity or serial correlation of the error terms, structural changes in the regression coefficients… CONTINUE READING
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