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Questions tagged [diagnostic]

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 read lm() plots for models with factors

I'm trying to get a handle on how to read the Residuals vs Fitted and Scale-Location plots of lm() objects when the predictors are a mix of continuous and factor ...
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Confused by Cook's Linear Related Predictors

Chapter 19 of Cook and Weisberg's Applied Regression book is entitled "Visualizing Regression with Multiple Predictors" and discusses when diagnostic plots are valid. They say "we need conditions on ...
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What diagnostic tests are mandatory for VECM?

I have finished a test of VECM, I have included Breusch-Godfrey Serial Correlation LM Test and Heteroskedasticity Test (Breusch-Pagan-Godfrey). Not sure are these sufficient? Do I need to do other ...
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Biostatistics Advice: Comparing diagnostic / prognostic utility of 2 tests

I am a medical doctor not a statistician with some experience using STATA and SPSS. I am currently analysing a dataset looking at the prognostic value of two diagnostic tests at predicting clinical ...
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40 views

Between-subject fMRI classification: subjects with different number of runs

The main purpose of my work is to discriminate patients vs healthy controls using fMRI and multivariate pattern analysis (MVPA). Since I want to classify at the subject level I performed a separate ...
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19 views

model diagnostic using plot(model) in r: return the suspicious values

plot(model) gives us a number of diagnostic plots with regards to the model we build. In these plots, if there are suspicious values (values which might decrease model performance), their index is ...
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20 views

How can you test dependence for non-Gaussian standardised residuals?

Let's say you fit an ARMA-GARCH model to financial data and find that the standardised residuals are non-Gaussian through the Kolmogorov-Smirnov test. These residuals have mean -0.002 and standard ...
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46 views

If diagnostics for multiple linear regression are ok, are diagnostics of the component variables needed?

This is a follow-on question from here. I received two conflicting answers to the question posed in the title of this post. The diagnostics of the multiple regression looked okay (see link), but it ...
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184 views

Rules of thumb for partial residual (component + residual) plots as diagnostics for linearity?

Here are the standard R diagnostic plots of a multiple linear regression model that includes an autoregressive term at lag-1 (i.e. AR(1)). I have logged & z-scored my input data. Ben Bolker says ...
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1answer
35 views

What are the diagnostic measures for linear regressions?

I am working with the BostonHousing dataset. I have created a number of models and I'd like to select amongst them. ...
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1answer
369 views

Jarque-Bera test for Normality

Which test should I consider if by JB-test result I have heteroscedasticity and by the result of two others no. $JB JB-Test (multivariate) data: Residuals of ...
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31 views

Normality of residuals in a VAR model

If I have these differents results for the normal distribution of the residuals, I should consider them normal or not? $JB JB-Test (multivariate) data: ...
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1answer
181 views

Interpreting Regression Diagnostic Plots

I'm sorry if this is a broad question but can someone explain to me how to interpret these regression diagnostic plots? I understand the Normal Q-Q show's how normal the spread of the data is, but the ...
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1answer
57 views

GAM using a cyclic spline improves residual structure but reduces fit

I'm working on a dataset monitoring soil moisture levels throughout the summer. The general trend in the data is the following: When I use a GAM with default thin-plate spline and AR(1)process there ...
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27 views

DFBeta for Binary Logistic Regression - Pregibon 1981

I am attempting to code the calculations for the DFBeta-like diagnostic for binary logistic regression proposed by Pregibon (1981): However, I am wrestling with fully understanding the matrix V in ...
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25 views

MCMC - Diagnostics plots

I am currently using MCMC for Bayesian Inference and am now plotting diagnostics plots. While I understand what I am looking for in a trace plot, I am not so sure about the cumulative quantile plot ...
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146 views

How can I check model assumptions in AFT survival model?

I am working with interval censored data and I am fitting an AFT model with the survreg() function from the survival package. ...
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1answer
93 views

Failing to implement Bayesian Chi2 goodness of fit test

I am trying to implement one of the methods described in Valen Johnson's A Bayesian Chi-Squared Test for Goodness of Fit. It presents a couple of variants depending on whether the random variable of ...
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1answer
62 views

CUSUM test for a Nonlinear Regression Model

I would like to do a CUSUM test for the regression parameters of a nonlinear regression model to analyze possible parameters variations. For linear regression models the CUSUM test is based on the ...
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1answer
81 views

Linear regression very significant βs with multiple variables, not significant alone

Could anyone provide intuition on why for y ~ β1x1 + β2x2 + β3x3, β1 β2 and β3 can be significant in a multiple variable model (p range 7x10-3 to 8x10-4), but the βs are not significant in separate ...
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64 views

Diagnostic methods for GEE models

Is there a way to assess the "goodness of fit" of a GEE model besides using some numeric criterion (e.g. QIC) ? I was thinking about residuals distribution analysis but I couldnt find any assumption ...
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27 views

estimate probability that sensitivity/specificity greater than threshold value

Is there a Bayesian method to estimate the probability that the sensitivity of a diagnostic test is greater than some value, say 0.70? Rather than estimate sensitivity and a confidence interval (e.g., ...
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Diagnostic testing of DCC-GARCH: implementation in R and interpretation

I am modelling the volatility spillover between SP500 and the USD/CNY from 2008 to 2018 with a DCC-GARCH(1,1) model as follows: ...
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1answer
111 views

What should I do after multiple imputation in the data?

I have a data set with missing observations. I used VIM package in R for imputation. After imputation, I will try to run a ...
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What regression diagnostics should I perform for an ordered probit?

Currently I have done the following diagnostics with the linktest multicollinearity with vif the parallel lines assumption with lr test of the oprobit and goprobit. I have seen that I may have to ...
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1answer
108 views

reconstruct a 2X2 confusion matrix (TP, TN, FP, FN) from Sensitivity and Specificity

Is it possible to reconstruct a 2X2 confusion matrix (TP, TN, FP, FN) from Sensitivity, Specificity, Positive Predictive Value, and Negative Predictive Values. I also have prevalence according to the ...
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1answer
240 views

Mixed models with lmer: Residual diagnostics

I fitted a linear mixed model as follows: fit=lmer(Time.to.obtain.loan ~ borrower.Gender+ borrowing.Amount + (1|borrower.Country) + (1|borrowing.Sector)) The ...
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Is there a option to find studentized deleted residual for Zero Inflated Poisson model?

I have fitted my 3x3 contingency table with Zero Inflated Poisson model. I am trying to explore all types of residuals associated with the model. There is no option to calculate studentized residuals. ...
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1answer
121 views

Normalize likelihood for better MCMC performance?

I'm using the emcee package to sample the distribution of a single parameter, using a uniform prior and 8 chains. In this toy example, my likelihood is defined ...
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9 views

Statistical evaluation of a diagnostic model versus a prognostic model

I aim to compare the performance of a diagnostic model (with a binary outcome) to a prognostic model (survival). The diagnostic model was created using a random forest algorithm after univariate ...
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1answer
55 views

Studentized Residuals in 'METAFOR' package: Meta Analysis with Mixed Effects

I am using the metafor package (documentation) to conduct meta analysis with mixed effects in R. I have noticed, however, that there are no studentized residuals available for the particular model ...
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28 views

Should I correct the DF in the Li-Mak (1994) test?

I am doing diagnostic tests on a GJR-GARCH(p,q) model. I have carried out both the Li-Mak (1994) test and the Ljung-Box test, knowing that the latter was not made for GARCH models. The test statistics ...
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1answer
108 views

Multiple linear regression - interpretation diagnostic plots

I am learning so bear with me. Aim: I am trying to figure out if my data fit the criteria for multiple linear regression. Context: My model has two numeric and four categoric variables. ...
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1answer
150 views

Iterative outlier diagnostic

I am working on outlier diagnostics and I have a question about the best way to conduct them. Irrespective of the way used to define an outlier (i.e., statistical indexes, threshold), some of my ...
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regression diagnostics

Friends, I have a problem with a data set; it has several binary variables and two continuous and skewed variables (service_time is my DV)that have uni-variate outliers. The following two plots: ...
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Multivariate goodness-of-fit diagnostics

In a multivariate setting, we can assess the goodness-of-fit of a $p$-dimensional multivariate distribution to a set of $p$-dimensional multivariate data. Using, for example, the squared Mahalanobis ...
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118 views

Autocorrelation of squared standarised residuals

I am fitting a GARCH model as well as a Markov-switching GARCH model on a time series. When checking the ACF plots of the squared standardised residuals quite a number of lags fall outside the ...
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252 views

Clusters of Residuals in Diagnostics Plot

I have a 1338x7 data set on which I am attempting to run a regression. The goal is to predict insurance charges based on the following predictors: age (cont), sex (0/1), BMI (cont), children (discrete)...
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Consequences of Using Unstandardised Residuals Versus Standardised Residuals for Diagnostic Plots

In introducing unstandardised residuals and standardised residuals for diagnostic plots, my instructor said the following: Using the unstandardised residuals is usually of little consequence in ...
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1answer
116 views

plot deviance residuals vs fitted values or log(fitted values)

I did a poisson regression by hand and want to create a diagnostic plot. Now iam not sure, should i plot deviance residuals vs fitted values or vs log(fitted values)? Why or why not?
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80 views

What is the sample distribution of DFBETA in linear regression?

I am wondering in which way the threshold of determining statistical significance for DFBETA is computed. From the famous book "Regression Diagnostics: Identifying Influential Data and Sources of ...
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1answer
116 views

how to interpret a residual plot of a multiple regression model

Hi I am trying to build a multiple regression model as a part of regression course for beginners. After selecting variables, I conducted a diagnosis, and I got a residual plot attached. I have ...
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414 views

Interpret regression model actual vs predicted plot far off of y=x line

I'm working in Python with statsmodels. I estimate an OLS multiple regression model (n=10763; 12 predictors; r^2=0.29) The model coefficients all have signs pointing the correct theoretical direction ...
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1answer
163 views

Diagnostic plots with residuals and fitted values for Poisson regression

I want to get a bit familiar with diagnostic plots for count data. I generated these two plots but I don't understand what they should tell me. Maybe someone can sum up few important things?
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1answer
234 views

Interpret if residuals are “close enough” to a normal distribution

I'm working in Python with statsmodels. I estimate a multiple regression model (n=10763; 12 predictors; r^2=0.216; all coefficients have signs pointing the correct direction and are significant). Then ...
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35 views

Continuous fitted values for a categorical predictors in a mixed effects model and subsequent boot strapping

I have undertaken a reciprocal turf transplant in a blocked experimental design, where turfs have been moved in an out of high use areas with corresponding controls. I have measured the change in ...
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96 views

Partial residual plot not informative but transformations of predictor variables are required?

I have fitted a binary logistic regression model with two explanatory variables: $x_1,x_2$ using fractional polynomials (60k observations)(https://cran.r-project.org/web/packages/mfp/vignettes/...
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678 views

Is sensitivity or specificity a function of prevalence?

Standard teaching says that sensitivity and specificity are properties of the test and are independent of prevalence. But isn't this just an assumption? Harrison's principles of internal medicine ...
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1answer
94 views

Linear Model Diagnostics via Machine Learning

Are there any approaches to checking diagnostics of statistical models, in particular linear regression, by machine learning methods? Many of the standard frequentist tests for numerical estimation of ...
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1answer
36 views

How should age be handled when obtaining a diagnostic biomarker signature?

I wonder if anyone can advise me on how the issue of age should be handled when identifying diagnostic biomarkers, combining them (e.g. via logistic regression, lasso) to obtain a signature to improve ...