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4
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126 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 ...
4
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0answers
683 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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0answers
192 views

“Brute force” expected deviance for logistic regression?

A commonly used goodness of fit statistic for logistic regression is the deviance. This is also known as the likelihood ratio chi-square statistic. It is defined as: $$D=\sum_{i=1}^{N}d_i^2$$ ...
2
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0answers
126 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 ...
2
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0answers
256 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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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 ...
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0answers
25 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
16 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
35 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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0answers
77 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 ...
1
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0answers
462 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 ...
1
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0answers
92 views

How do I go about conducting model diagnostics on WLS?

I'm familiar with the diagnostics required for OLS, however I'm in new territory with a model I'm fitting to data in R, using Poisson regression with GLM. What are the standard methods in evaluating ...
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0answers
88 views

Failure detection method

I receive 1000 points per day from installations who produces electricity. Every installation must proportionally produce the same amount of energy. I have to spot failures in those data. The actual ...
0
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0answers
21 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
54 views

Augmented component plus residual plots

To test for linearity, it has been suggested that augmented component plus residual plots are the best option (acprplot in Stata). Should this analysis be done for ...
0
votes
0answers
30 views

What caveats apply to algorithmic detection of linearity/normality/homoscedasticity violations in residuals, and what cannot be automated at all?

Note: I start out talking about software, but this is not a software question. Please don't migrate to SO. I'm working on software that allows users to specify regression models using a graphical ...
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0answers
68 views

Running linear mixed effects model with Amelia package - How to run model diagnostics?

I'm trying to run a fairly simple linear mixed effects model in R, using the Zelig model ls.mixed (multi-level least-squares ...
0
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0answers
141 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 ...