# Tagged Questions

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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### 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 "correct"...
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### 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 ...
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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). ...
231 views

### Prove the relation between Mahalanobis distance and Leverage?

I have seen formulas on Wikipedia. that relate Mahalanobis distance and Leverage: Mahalanobis distance is closely related to the leverage statistic, $h$, but has a different scale: D^2 = (N - 1)(...
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### 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 ...
19k 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 $p$...
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### 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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### 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 ...
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### 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 ...
36k 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?
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### Possible extensions to the default diagnostic plots for lm (in R and in general)?

I started digging a bit into the plot.lm function, this function gives six plots for lm, they are: a plot of residuals against fitted values a Scale-Location plot of sqrt(| residuals |) against ...
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### 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 (...
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### 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 ...
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### 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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### 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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### 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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### 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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### 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 ...
551 views

### Functions for regression diagnostics on mer objects in R

I'm particularly interested in plotting residuals against fitted values, and residuals against predictors. Often times I need to make boxplots of the residuals conditional on predictors. I'd be ...