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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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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155 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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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
54 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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1answer
2k 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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205 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
157 views

What does 8.6e-28 mean in the result from a White Test testing for heteroscedasticity?

I used a White Test for testing the homoscedasticity assumption of the linear regression I am working on. I have a problem with the interpretation as I have a result from the test in which the p-value ...
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1answer
331 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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22 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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1answer
676 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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38 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
550 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
373 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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41 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
460 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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1answer
245 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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2answers
139 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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144 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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93 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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46 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
2k 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
171 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
107 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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63 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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237 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
1k 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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274 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
940 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
100 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
1k 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
398 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
118 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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105 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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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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54 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
277 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
677 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
388 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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196 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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576 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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443 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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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
4k 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
115 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
2k 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 ...
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626 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 ...