Diagnostic measures (such as residuals or some summary statistics calculated from residuals) are used to evaluate some aspect of quality of model fit to data.

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27 views

extremely high Cook's D & dfbetas results from influence.ME

I fit a mixed effects logistic regression with the glmer function from the lme4 package to some data I have. Next, I've been using the influence.ME package to run some diagnostics (e.g. Cook's D and ...
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26 views

Estimate ROC curve using binormal distribuiton

I am conducting a meta-analysis on diagnostic studies but for each study I have only mean and standard deviation reported. How can I estimate the ROC curve using the binormal assumption in R ? Tks,
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62 views

Can I compare different estimations approaches with AIC?

I'm running two different panel models. Model 1 is a Random Effects regression estimated using Maximum Likelihood and bootstrapped standard errors. Model 2 has the same main dependent variables and ...
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0answers
16 views

Independence of “residuals” in a Bayesian multilevel hierarchical model

So i'm having some problems realising what model checks I should do after fitting a bayesian model other than convergence diagnostics. Lets say i'm fitting a hierarchical bayesian regression model, I ...
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0answers
45 views

Practical beginners resource for building a dynamic OLS model

I need to model the current account balance of a country. The regressors are the real effective exchange rate, the domestic GDP and the GDP of the world. I am using data for 30 years (in logs). It is ...
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2answers
47 views

What visualizations do people use to debug a machine learning model?

Imaging I am refining a model. What visualization can I rely on to help me identify an error, e.g. feature deficiency, data bias? A few graphs I am aware of include: confusion matrix, ROC, learning ...
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1answer
26 views

Questionable diagnostics for a binary logistic model

The model including one binary outcome (0/1; incident rate ~1.2%), one main exposure, and 13 covariates. The whole model is significant and the goodness-of-fit is OK. However, model diagnostic is ...
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1answer
62 views

How can we have non-random patterns in the plot of simple linear regression residuals vs the predictor variable?

A) When considering a simple linear regression model, it is important to check the linearity assumption. Graphing the residuals vs the predictor variable can often give a good idea of whether or not ...
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26 views

How to distinguish suspicious leverages?

Given a linear model and the following hatvalues and influence.measures, how can I say which measurements are suspicious? I mean ...
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2answers
53 views

Test for endogeneity in regressions model?

In a regression model are there tests to detect the possibility of endogeneity in the model? For example, we have the White's test for heteroskedasticity. Is there something for endogeneity?
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0answers
51 views

what to do with ridiculous but valid leverage points

So I'm having some difficulty fitting a linear model to the data (see other post here glm model fit - can't find a family/link combination that produces good fit). In particular, I'm worried ...
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1answer
36 views

Definition of 'Model Diagnostics'

Can anyone help me out with explaining what the term 'model diagnostics' refers to when applied to multiple regression please? In particular, what tests are necessary to check whether your estimated ...
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0answers
14 views

Model diagnostic tests for local linear regression

What are some of the model diagnostic tests which are used/ would be suitable to use for a local linear regression model? Note that this is not the least squares linear model, but rather a special ...
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51 views

How to apply diagnostics to regression model from FactoMineR

Many diagnostics to assess regression models are listed on this page: http://www.statmethods.net/stats/rdiagnostics.html ...
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0answers
15 views

Combining LR+ and LR- in naive Bayes

I've come across a colleagues who advocates combining both the positive likehood ratios and negative likelihood ratios in the calculation of posterior probability of the likelihood of a ...
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1answer
473 views

How to manually calculate dfbetas

I am trying to replicate what the function dfbetas() does in R. dfbeta() is not an issue... Here is a set of vectors: ...
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0answers
88 views

Arima Models Diagnostics

I'm doing a forecasting using seasonal ARIMA method. I'm using astsa package in r and I'm testing two models that I can't decide which one is better to use than the other The ACf and PACF for the ...
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2answers
71 views

White Test , testing for heteroscedasticity

i used a White Test for testing the homoscedasticity assumption of my linear regression I am working on. I have a problem whit the interpretation as I have a result from the test in which the p-value ...
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1answer
133 views

Interpreting case influence statistics (leverage, studentized residuals, and Cook's distance)

I just wanted to clarify some things about leverage, studentized residuals, and Cook's distance: Does a large (in absolute value) studentized residual mean that a case is an outlier? Does a large ...
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20 views

I want to compare two calibrations with R… But cannot find the right answer

I first want to precise that I spent 2 hours searching for an answer, couldn't find something that was answering my question. So basically, I ran two calibration with my diagnostic test, so I ...
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70 views

How to compare diagnostic accuracy of two tests in unpaired data?

I am wondering whether I can compare diagnostic accuracy, sensitivity, specificity, positive and negative predictive values, and likelihood ratios, between two diagnostic procedures employed in two ...
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1answer
212 views

How to interpret the direction of the Harvey-Collier test and Rainbow test for linearity?

I implemented both those tests with R, using the lmtest package. Both tests directionally say the same thing (I think) with a very similar p-value of very close to 0. But, are those tests saying ...
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0answers
29 views

How to proceed with nonstationary variables in panels?

In most of the emprical papers using panel data, authors do not seem to "worry" too much aboout the non-stationarity of the individual variables. Yes, there is asymptotic theory for N and T going to ...
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2answers
184 views

Normality of residuals - contradiction between 'symplot' and 'qnorm'?

After running a multiple linear regression analysis, I wanted to assess normality of residuals. I plotted a histogram which showed an almost normal distribution of residuals. I also used ...
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2answers
175 views

Are the model residuals well-behaved (homoscedasticity)?

Can I say looking at this residuals-vs-fitted plots, that my residuals are homoscedastic?
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35 views

How do you approach transformations when modeling?

I'm working with a simple univariate dataset and I've built several models for it. Some I think are fairly decent given that datas structure. In order to get a decent model I had to do some ...
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1answer
216 views

Diagonal lines in residuals vs fitted values plot for ANOVA

I'm experiencing strange patterns of residuals. The following chart is a scatterplot of Standard residuals (Sres) versus Fits. I'm interested in the diagonal lines that mean that a higher fit leads to ...
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359 views

How to use the Glejser test?

Glejser tests for heteroskedasticity of a single independent variable within a multiple regression model. And, it tests it by conduction a basic regression: ABS(Residual) = intercept + slope(X). In ...
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1answer
108 views

What are the three forms of the Park test for heteroskedasticity?

I understand the Park test for heteroskedasticity has three different forms. The best known one is in a log form: LN(Residual^2) = intercept + slope (LN(X)). The second one is in a linear form: ...
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43 views

How can I combine positive likelihood ratios?

I only have the positive and negative likelihood ratio, sensitivity and specificity for four diagnostic tests. How can I add them or combine them to obtain likelihood ratios? I do not have the ...
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21 views

How to combine diagnostic tests with only sensitivity spec, PLR and NLR

Hi ive looked at the other questions but this ones seems to be different as i only have the test results from different clinical exams in the way of sensitivity, specificity, PLR and NLR ex: facial ...
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2answers
106 views

If the model fits well, nothing can be done?

I am playing a data without any background information. First, I try multiple linear regression. The model fits well, since the $r^2$ is larger than 90%. I deleted several variables by AIC. The fits ...
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86 views

What convergence diagnostics are appropriate for a Bayesian hierarchical logistic regression model?

Using WinBUGS, I fit several Bayesian hierarchical logistic regression models for the mean of a binary response variable conditional on a set of criteria. I am now using CODA in R to determine if my ...
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0answers
62 views

R lmer Model Diagnosis qqnorm

I fitted this lmer model: m1 <- lmer(logR ~ N_g.m.2 * Year + (1|Wh/N_g.m.2), data = CO2_Ratio) Rendering the attached qqplot. ...
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40 views

Refining “good” mixing time estimate

Fix a Markov chain $\{ X_{t} \}_{t \in \mathbb{N}}$ with mixing time $\tau_{\mathrm{mix}}$. Assume that I know some finite bound on the mixing time $\tau_{\mathrm{mix}} < \tau < \infty$, and ...
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1answer
593 views

Residual Diagnostics and Homogeneity of variances in linear mixed model

Before asking this question, I did search our site and found a lot of similar questions, (like here, here, and here). But I feel those related questions were not well responded or discussed, thus ...
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1answer
157 views

Are normally distributed residuals not necessarily homoskedastic?

Let's say I've ran a linear regression and I'm checking the model diagnostics. I made a histogram of the residuals and they appear more or less normally distributed as below. I thought for a long ...
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3answers
90 views

Too many predictors to manually check linearity

Say I have 1000 potential predictors in a logistic regression. I don't have time to check each predictor manually for linearity. I could wait till after variable selection, but in that case I wonder ...
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0answers
43 views

Diagnostics for the analysis of variance model

I have problem with the diagnostic of the one way analysis of variance model (fitted in R). I've checked all the assumptions of the analysis of variance 1) "For each level of the within-subjects ...
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165 views

Model assumptions and diagnostics for proportional hazard regression model with frailty in R

I am wondering are there any assumptions that must be met in the proportional hazard regression model with frailty? I remember that in regular proportional hazard model without frailty all variables ...
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2answers
382 views

Is residuals autocorrelation always a problem?

I read that OLS underestimates variance when residuals are autocorrelated. I see why autocorrelation would be a problem in time series analysis, in the sense that the coefficient are not efficient ...
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152 views

VECM Diagnostic Test

I have got few questions about VECM and cointegration test. Basically I conducted a cointegration test on two time series (spot vs forward price) by using the Johansen procedure. The results suggest ...
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1answer
456 views

What resolution should I be using for residuals vs fitted values plot from a linear regression?

I made this linear regression that shows how well estimated animal locations (longitude) predict actual animal locations. ...
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1answer
72 views

Geweke diagnostic of a Markov chain: why does the first window have to cover the burn-in?

I read the following statement in this document$^{[1]}$, at the bottom of page 11: Too wide A will some times “hide” the burn in part within the converged part of the chain and the difference in ...
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2answers
583 views

How to compare the positive predictive value and negative predictive value of two diagnostic tests?

Im a surgeon who's trying to compare two diagnostic tests that are used to diagnose appendicitis. Two diagnostic tests were applied on 150 patients and the results were compared to a gold standard. I ...
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1answer
267 views

Is the goodness of fit test in JMP the Hosmer-Lemeshow goodness of fit test?

I'm working with an organization that is using JMP in their analysis, and I can't tell from the description in JMP's help files if the test for goodness of fit in their logistic regression is the ...
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1answer
91 views

How to treat this OLS based on residual diagnostics

I am struggling already a couple of days with this simple OLS, can you help? Outcome years in function of predictor score, very simple linear model. The residual plot does absolutely not look good ...
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4answers
783 views

Why does my bootstrap interval have terrible coverage?

I wanted to do a class demonstration where I compare a t-interval to a bootstrap interval and calculate the coverage probability of both. I wanted the data to come from a skewed distribution so I ...
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0answers
89 views

What plots should be used for diagnostics for linear mixed model?

Before fitting a linear mixed model, can any plots be used to show a random intercept/slope is justifiable in the model? I.e. these plots may indicate a different pattern for each individual over ...
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59 views

Help in interpreting AUC values from ordinal variables

I would appreciate if someone could explain to me the benefit of using area under ROC for evaluating agreements between two raters. Here is an example from two raters on, let's say, clinical time ...