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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121 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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0answers
122 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
82 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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0answers
45 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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2answers
1k 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
164 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
96 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
51 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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0answers
202 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
785 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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0answers
226 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
705 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. ...
4
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1answer
90 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
887 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 ...
5
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1answer
339 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
103 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
1k 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
101 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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0answers
68 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 ...
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0answers
50 views

Simulation for model checks for sample size

In the book Bayesian and Frequentist Regression Methods, Wakefield notes that estimators for coefficients in a linear model will be normal if the error terms are normal or if the sample size is ...
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1answer
237 views

Visually inspecting normality of variables

I'm using R to plot some graphs for visually inspecting the normality of variables that will go into a linear regression model. Except for a histogram and a QQ plot, what other graphics could I use?
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1answer
574 views

What diagnostics for random effects logistic regression?

I'm wondering what checks/diagnostics you usually calculate and report if you do a random effects logistic regression. C-statistic/ROC curve Check multicollinearity? Check heteroscedasticity? ...
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1answer
380 views

Why are diagnostics based on residuals?

In simple linear regression one often wants to verify if certain assumptions are met to be able to do inference (e.g. residuals are normally distributed). Is it reasonable to check the assumptions ...
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0answers
180 views

Has anyone written a package in R to calculate diagnostic plots after clogit (conditional logistic regression)? e.g. leverage

Has anyone written a package in R to calculate diagnostic plots after clogit, conditional logistic regression? e.g. leverage. Or ...
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502 views

Diagnostics for GEE in R

I have been checking out which diagnostics to use for a GEE analysis. It seem that influence measures are appropriate (Preisser, 1996). Does anyone know of a package that can be used in R to examine ...
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2answers
1k views

does rstandard standardize in z?

I'm new to R, so please be gentle. I was under the impression that rstandard(model) returns the z-scores of the residuals in ...
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0answers
391 views

How to compute sample size to compare two diagnostic tests

I will be performing two diagnostic tests (one is the gold standard, one is novel) on the same subject aiming to establish sensitivity, specificity, PPV and NPV. What formula may be used to compute ...
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1answer
2k views

Please help me refine this zero-inflated negative binomial model

I have been working on a baseball model to predict success at the major league level using minor league statistics. After posting multiple threads on this site (1, 2, 3) and receiving valuable ...
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0answers
3k views

Fitting a zero-inflated negative binomial regression with R

In this thread, I laid out a problem involving fitting a model that attempts to use minor league baseball statistics to predict success at the major league level (explained in full in the thread). ...
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1answer
4k views

How to calculate the confidence intervals for likelihood ratios from a 2x2 table in the presence of cells with zeroes

I am analysing a diagnostic test (against a gold standard, using a 2x2 table). I want to calculate likelihood ratios (sensitivity / (1-specificity) etc) however I have several sets of data with 0 ...
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2answers
3k views

Standardized residuals in R's lm output

I have a quick question: if I plot the diagnostic plots to an R regression, a couple of them have "Standardized Residuals" as their y-axis such as in this plot: My question is this: what are the ...
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1answer
109 views

Explanation of a step in derivation of residuals for R lm diagnostic?

I'm reading Faraway's book (http://cran.r-project.org/doc/contrib/Faraway-PRA.pdf) to try to understand R's lm diagnostic plots. On page 72 of the book is this: I have been trying to understand a ...
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1answer
1k views

How do I compute a cutoff based on sensitivity/specificity when the characteristics of my sample is different from the population?

I have a dataset containing the performance of a novel instrument to screen for disease A. The novel instrument uses a scoring system to score the subject to determine if they have disease A. I then ...
4
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3answers
562 views

Troublesome residual plot from linear mixed model

I have fitted the following linear mixed model based on the results of an economic game: lmer(TotalScore~perOOgivenP+Game+(1|Subject),REML=T,data=mdl1table)->m1 ...
4
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1answer
3k views

How to validate & diagnose a gamma GLM in R?

I am fitting a generalized linear model in R with the log link and I need to validate and diagnose my model. I have never worked with the GLM in the past. Is there an article or any references I ...
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2answers
2k views

How to test outliers, normality, homoscedasticity? [closed]

With the Data Analysis command in Excel I made a plot, which I can't post, because this is my first post ever. ...
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2answers
442 views

What are some good exploratory analysis and diagnostic plots for count data?

Does anyone know of good reference material on exploratory analysis and diagnostic plots for count data?
8
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2answers
995 views

MCMC Geweke diagnostic

I'm running a Metropolis sampler (C++) and want to use the previous samples to estimate the convergence rate. One easy to implement diagnostic I found is the Geweke diagnostic, which computes the ...
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1answer
2k views

Diagnostic plots for lmer

I am trying to produce a glmm using the lme4 package in R. To validate my model I would like to produce some diagnostic plots ...
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0answers
561 views

How to verify linearity assumption in linear regression with categorical predictors?

I have used simple linear regression, and I'm now checking that the model meets the assumption of linearity. The model used a continuous response variable and categorical explanatory variables. How ...
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4answers
1k views

Diagonal lines in residuals vs fitted values plot for multiple regression

I am observing strange patterns in residuals for my data: [EDIT] Here are the partial regression plots for the two variables: [EDIT2] Added the PP Plot The distribution seems to be doing ...
2
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0answers
4k views

Collinearity diagnostics disagree - VIF, condition index, and correlation matrix

I'm working with a large dataset consisting of just over 1 million cases. The data are longitudinal covering 14 years and hierarchical with about 500 of the level 2 units. Each case is a criminal ...
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0answers
218 views

Test for convergence within Gibbs sampler

I am running a Gibbs sampler for Multivariate Normal times Inverse Wishart posterior distribution with missing data imputation step. I am trying to check if my step of simulating covariance matrices ...
5
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3answers
10k views

Is there a test for omitted variable bias in OLS?

I am aware of the Ramsey Reset test which may detect nonlinear dependencies. However, if you just throw out one of the regression coefficients (merely linear dependencies), you may get a bias, ...
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2answers
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Interpreting residual diagnostic plots for glm models?

I am looking for guidelines on how to interpret residual plots of glm models. Especially poisson, negative binomial, binomial models. What can we expect from these plots when the models are ...
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2answers
6k views

How to interpret model diagnostics graphics after R linear regression? [closed]

I am interested in understanding the graph plots we get after running lm() command (for linear regression) in R like, for example ...
3
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1answer
17k views

How to interpret model diagnostics when doing linear regression in R?

I ran lm() on my data with models selected by individual lm's of each characteristic and then combined the top $R^2$ based on ...
7
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3answers
2k views

Residuals for logistic regression and Cook's distance

Are there any particular assumptions regarding the errors for logistic regression such as the constant variance of the error terms and the normality of the residuals? Also typically when you have ...
2
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1answer
418 views

Logistic regression and complementary log log model

is there like a diagnostic checking(like those in the time series) done for logistic regression and complementary loglog model?
3
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4answers
637 views

Communicating Regression Model Results

I am concerned about how unequipped most people are (both within and without academia) to properly employ standard model building methods such as linear regression and to interpret the results of ...