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  • “A sim­ple test is pro­posed for exam­in­ing the cor­rect­ness of a given com­pletely spec­i­fied response func­tion against unspec­i­fied gen­eral alter­na­tives in the con­text of uni­vari­ate regres­sion. The usual diag­nos­tic tools based on resid­u­als plots are use­ful but heuris­tic. We intro­duce a for­mal sta­tis­ti­cal test sup­ple­ment­ing the graph­i­cal analy­sis. Tech­ni­cally, the test sta­tis­tic is the max­i­mum length of the sequences of ordered (with respect to the covari­ate) obser­va­tions that are con­sec­u­tively over­es­ti­mated or under­es­ti­mated by the can­di­date regres­sion func­tion. Note that the test­ing pro­ce­dure can cope with het­eroscedas­tic errors and no repli­cates. Recur­sive for­mu­lae allow­ing to cal­cu­late the exact dis­tri­b­u­tion of the test sta­tis­tic under the null hypoth­e­sis and under a class of alter­na­tive hypothe­ses are given.”