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0answers
10 views

Labelling the residuals on diagnostic plots [migrated]

I have made a linear regression model in R with 3 continuous independent variables and one continuous dependent variable. I have generated the diagnostic plots. I would now like to label/colour the ...
2
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2answers
133 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 ...
0
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0answers
29 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 ...
3
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1answer
573 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 ...
0
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0answers
12 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 ...
3
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1answer
67 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
64 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 ...
4
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1answer
42 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 ...
5
votes
1answer
79 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 ...
3
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1answer
65 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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3answers
596 views

Is it valid to analyze signal detection data without employing metrics derived from signal detection theory?

A signal detection experiment typically presents the observer (or diagnostic system) with either a signal or a non-signal, and the observer is asked to report whether they think the presented item is ...
18
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4answers
458 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 ...
9
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1answer
312 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 ...
0
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0answers
68 views

rugarch - How to add confidence intervals to QQ plots?

I want to add a 95% confidence interval to standardised residuals QQ plot obtained from rugarch plot function. I don't know how to add this confidence interval but check the QQ plot that I obtained: ...
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0answers
46 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 ...
1
vote
1answer
86 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?
1
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0answers
26 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 ...
0
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0answers
25 views

Logistic regression diagnostics [duplicate]

In linear regression, we need to check which assumption is violated. But for logistic regression, what assumptions do we have for the model? I was attempting to wrap my head around this thing. But ...
1
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0answers
43 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 ...
3
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1answer
210 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? ...
3
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3answers
328 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 ...
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0answers
98 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 ...
5
votes
2answers
1k 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 ...
4
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0answers
190 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
266 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 ...
5
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3answers
441 views

In linear regression, is the $R^2$ value enough to assess whether the relationship between the independent and dependent variable is linear?

In linear regression, is the $R^2$ value enough to assess whether the relationship between the independent and dependent variable is linear? It gives the amount of variability in the dependent ...
2
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0answers
154 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 ...
5
votes
1answer
754 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 ...
4
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0answers
1k 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). ...
3
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1answer
1k 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 ...
2
votes
1answer
7k 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 ...
3
votes
2answers
1k 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 ...
2
votes
1answer
83 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 ...
1
vote
1answer
543 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 ...
8
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1answer
500 views

What type of post-fit analysis of residuals do you use?

When carrying out OLS multiple linear regression, rather than plot the residuals against fitted values, I plot the (internal) Studentized residuals against fitted values (ditto for covariates). These ...
3
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1answer
2k 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 ...
8
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2answers
287 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?
15
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2answers
6k views

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 ...
1
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2answers
1k 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. ...
4
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1answer
1k 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 ...
2
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0answers
298 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 ...
2
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0answers
2k 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 ...
0
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0answers
155 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 ...
1
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2answers
4k 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 ...
2
votes
1answer
305 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
421 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 ...
3
votes
1answer
1k views

Explanation of R diagnostic plot for logistic regression

I'm hoping someone can explain this bit of R code for me related to glm(). I don't understand the diagnostic plot that has been suggested. It seems a more ...
15
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2answers
14k views

How to read Cook's distance plots?

Does anyone know how to work out whether points 7, 16 and 29 are influential points or not? I read somewhere that because Cook's distance is lower than 1, they are not. Am, I right?
14
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2answers
876 views

What diagnostic plots exists for quantile regression?

Following on my question for OLS, I wonder: what diagnostic plots exists for quantile regression? (and are there R implementation of them?) A quick google search already came up with the worm plot ...
1
vote
1answer
671 views

How to test the randomness of residual plot?

Let's say in linear regression, I got a fit and I can plot residuals to see whether there is any systematic trend in such a plot. How to quantitatively determine whether the residues are really ...