The residual-analysis tag has no wiki summary.
4
votes
1answer
70 views
Interpreting a residuals vs fitted plot and extracting points
I'm doing a multivariate linear regression with R, and i find myself with the following residuals vs fitted plot:
As you can see there is a very regular line of points that seems to follow a ...
0
votes
0answers
40 views
Calculating price elasticity from triple exponentially smoothed values
I have a time series which exhibits a linear trend and multiplicative seasonality, so I've smoothed it using Holt-Winters exponential smoothing. Now, I suspect some of the deviation between smoothed ...
1
vote
1answer
193 views
Reasons for autocorrelation in time-series residuals
Why are residuals usually autocorrelated in time-series data? Could it stem from the autocorrelation of the response variable? Is the reason that in some cases the differencing (i.e., the differences ...
5
votes
1answer
188 views
Sandwich estimator intuition
Wikipedia and the R sandwich package vignette give good information about the assumptions supporting OLS coefficient standard errors and the mathematical background of the sandwich estimators. I'm ...
1
vote
2answers
374 views
In R, how can I transform to normalize residuals when I have a U-shaped Q-Q plot?
I am running a two-way ANOVA with one random variable. My histogram of the residuals is showing considerable (negative?) skew:
And my Q-Q plot of the residuals shows a corresponding U-shaped ...
0
votes
0answers
48 views
Hypothesis testing using only RSS
I have been presented with an interesting regression question:
Suppose I have a "black box" that will calculate the residual sum of squares:
$RSS=(Y-X\hat{\beta})'(Y-X\hat{\beta})$ for any standard ...
8
votes
2answers
6k views
Regression when the OLS residuals are not normally distributed
There are several threads on this site discussing how to determine if the OLS residuals are asymptotically normally distributed. Another way to evaluate the normality of the residuals with R code is ...
6
votes
2answers
2k 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
vote
1answer
287 views
Shapiro-Francia test error
I'm trying to run a normality test on the residuals after fitting a mixed-effect model (with lmer). I read that the Shapiro-Francia test can deal with data with more than 5000 observations (I have ...
2
votes
2answers
239 views
Bayesian inference of parameters: residuals are independent but not normally distributed
I would like to compute belief intervals (confidence intervals; CI) for the parameters of an environmental dynamic model within the Bayes' theorem. The measurement model of the data is
$$
...
2
votes
1answer
94 views
Is it ok to bin residuals before examining them?
I'm analyzing the residuals from a regression model fit to a dataset that covers several years worth of data. I want to report the sum of the residuals from that model, by year, as a measure of how ...
