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.

Filter by
Sorted by
Tagged with
5 votes
2 answers
187 views

Objective criteria for assumption violations that do not utilize p-values?

Suppose we have a standard regression model and want to identify whether we have violated the assumptions of the model. Traditionally, we might utilize a significance test to determine whether (for ...
user avatar
  • 539
0 votes
0 answers
23 views

DHARMa problems: Poisson or Zero-inflated negative binomial model?

I have a dataset of abundance of of rodent (AA) in 63 sites, which located in two main area (northern and southern part, NS). AA ...
user avatar
3 votes
1 answer
32 views

What does it mean when there is a pattern in residuals related to the dependent variable?

I created a linear regression model and realized I first need to check some assumptions. Autocorrelation not existing -> valid, since it is a between-subject experiment. Low collinearity between ...
user avatar
1 vote
1 answer
30 views

parallel lines (cluster) in PCA plots (PC1 vs PC2)

There are about 20 subjects, 3 treatment groups, and 1000+ genes in my data; the 1000+ genes were processed in two batches. Could anyone comment on why I am seeing parallel lines/clusters in the PCA ...
user avatar
  • 63
0 votes
0 answers
6 views

Which mixed model to use in this scenario?

I conducted an experiment in which I am trying to model the relationship between my response yield [dt/ha] and the predictors soil moisture [%] + weed coverage [%]+ treatment + distance (+ date) and ...
user avatar
  • 83
0 votes
0 answers
53 views

Fixed effect instrumental variable (IV) regression with available diagnostic tests

May I please know an R package and code to run fixed effect instrumental variable (IV) regression with available diagnostic tests (e.g., weak instrument test, exogeneity test (using Wu-Hausman), ...
user avatar
  • 394
0 votes
0 answers
9 views

Is there any Statistic method which could reflect the diagnose value when the prevalence of special type of characteristic is lower

Our present study is conducting a novel diagnosis test for predicting a disease by the X-ray. The gold-standard is a minimally invasive procedure can test a tissue sample for the disease. In our ...
user avatar
1 vote
0 answers
27 views

Can we objectively determine whether assumptions have been violated in R?

I'm testing statistical assumptions in R and so far I've been using plot(model, which = c(1:6)), which produces six graphs for linearity, normality of errors, ...
user avatar
1 vote
0 answers
44 views

OLS linearity assumptions

Do we have to check on stata that the OLS assumptions of linearity of a regression if the regression is already linear in parameters? I'm having trouble with this concept. Thanks in advance.
user avatar
0 votes
0 answers
27 views

Sample size for F1 score

I am developing a binary test and will be evaluating it based on the F1-score against a perfect reference standard. I want to calculate the sample size I'd need to have 80% power to be 95% confident ...
user avatar
1 vote
1 answer
17 views

Impact of residuals on forecast

I'm working with ARMA models right now and I was wondering about the following case: If we have late significant lags in the residuals ACF and the rest of the earlier residual lags weren't significant,...
user avatar
  • 25
0 votes
0 answers
11 views

Positive Predictive Value given one positive and two negative test results

I am wondering how to calculate the positive predictive value in case of one positive and two negative test results. Put differently, what is the probability that a person has a disease given that one ...
user avatar
  • 1
0 votes
2 answers
99 views

Optimal lag length in VAR/VECM: IC or Residual test?

I read so many answers in here that I should use IC(information criteria) to determine the optimal lag length in VAR/VECM. But also it is important to check the residual of VAR/VECM has no-...
user avatar
  • 9
1 vote
2 answers
103 views

What are the assumptions of MLE and how to test them using residuals?

When using ordinary least square (OLS) method, there are certain residual diagnostics that need to be performed. In a similar manner, what diagnostics should be performed when using Maximum Likelihood ...
user avatar
  • 109
1 vote
0 answers
47 views

Are ARIMA model residuals normally distributed

I am running the ARIMA model using python's package: sm.tsa.statespace.SARIMAX. I get the following results. As we can see, the ...
user avatar
1 vote
1 answer
41 views

Is correlation matrix of residuals , a method to check for autocorrelation of residuals in the model?

I am modelling and forecasting using a factor augmented VAR. I got the following residual matrix after fitting the model. My question is how to interpret it and does it indicate any autocorrelations ...
user avatar
  • 109
3 votes
1 answer
38 views

The different usage of ROC between diagnotic tests and machine learning

I am currently very confused about the ROC usage in diagnostic tests and machine learning. In the scenario of medical diagnostic studies, many tutorial does not mention the data split procedure as ...
user avatar
  • 43
0 votes
0 answers
10 views

Concept clarification: which pre-test probability to use for the Fagan’s nomogram

I am currently testing the diagnostic accuracy of my predictive model. I hope to visualize my model using Fagan’s nomogram. I want to ask for the pre-test probability in the nomogram, should I plug in ...
user avatar
0 votes
0 answers
18 views

Model diagnostic plots [duplicate]

i have built a predictive model and these are the model diagnostic. How do i interpret them? it looks like the model is linear based on the residuals vs fitted plot. but what about others?
user avatar
0 votes
1 answer
101 views

Detecting autocorrelation of residuals using ACF and PACF plots

How to identify autocorrelation of residuals in the fitted VAR model. I have provided the ACF and PACF plots below. There are some significant lags in the PACF plot. Does it mean that my model has ...
user avatar
  • 109
0 votes
0 answers
41 views

(Explanatory) Modelling with PMG and MG estimators

Hello kind people of Stackexchange. I happen to be kind of stuck and in need of help. See, I want to make an ARDL model with PMG and/or MG estimator (Pesaran, 1999) (okay, in fact it may be the CCE ...
user avatar
  • 21
1 vote
1 answer
77 views

Why should a Li-Mak Test on Squared Standardized Residuals be preferred over a ARCH LM Test or Ljung-Box Test on Squared Residuals?

If I didn't misunderstand the literature, the predominant approach to test for autoregressive conditional heteroscedasticity in (G)ARCH models is to apply the ARCH LM test of Engle or the Ljung-Box ...
user avatar
0 votes
1 answer
42 views

Residual diagnostics in Dynamic Factor Models (DFM)

I am quite new to Dynamic Factor Models. My main task is to estimate the model on my training data and test the model on my test data set. My question is, should we perform residual diagnostics to an ...
user avatar
  • 109
0 votes
0 answers
16 views

Why do regression through the origin when taking residuals of response variable against fitted values regressed against residuals of added var?

I know my title may be a little off, but I'm not sure how to describe the terms I'm talking about in a more concise manner so if there is one do let me know. I finished working through an exercise in ...
user avatar
1 vote
1 answer
24 views

Different results for residual normal distribution between Jarque-Bera test and Q-Q Plot

I am trying to test for normality of residuals using 2 different ways: Using Jarque-Bera test Q-Q Plot I can see different results, for the JB test the value is 19.9553 with a probability of 0.00005....
user avatar
0 votes
0 answers
15 views

Diagnostics for Biprobit Model

What is the procedure for assessing the fit of a biprobit model? Unfortunately, I couldn't find this material being covered in the standard statistics or econometric textbooks, which is odd, given the ...
user avatar
  • 11
0 votes
1 answer
28 views

Box-Jenkins Methodology: Statistical model checking

According to https://en.wikipedia.org/wiki/Box%E2%80%93Jenkins_method : Statistical model checking by testing whether the estimated model conforms to the specifications of a stationary univariate ...
user avatar
  • 81
0 votes
1 answer
341 views

Diagnostic Accuracy: AUC vs cross-validation accuracy

Can someone please explain the difference between the diagnostic accuracy from the AUC model vs diagnostic accuracy in the below code? Note: I found the below code at the bottom of this forum/page: ...
user avatar
0 votes
1 answer
62 views

Residual Diagnostics in Vector Autoregression (VAR) model

My target is to forecast GDP and I have 5 predictors. I estimated a VAR model and the reason why I employed a VAR is that since it considers all variables as endogenous. Since I am only interested in ...
user avatar
  • 109
5 votes
3 answers
231 views

Diagnostic probability plots in logistic regression

There is some discussion on StackExchange about diagnostic plots for logistic regression, but all are focusing on "residuals", for which there is not even a consensus how to define them for ...
user avatar
  • 3,006
0 votes
0 answers
11 views

How to do a post estimation of BEKK-GARCH?

How to do a diagnostic check for BEKK-GARCH estimation? Should we check GARCH effect in the residuals and decide from that because variance residuals and mean-variance of residuals are given in the ...
user avatar
  • 1
0 votes
0 answers
17 views

MCMC diagnostics for pathological distributions (with undefined moments)

Can someone point out some appropriate diagnostic metrics for MCMC chains associated to pathological distributions (e.g., Cauchy)? I believe standard tools such as integrated autocorrelation time, ...
user avatar
  • 33
3 votes
1 answer
109 views

Model Diagnostics in Multiple Imputation

When using multiple imputation, what is the best way to run model diagnostics? In a related post here (Multiple Imputation and Regression Model Diagnostics), one option in the accepted answer was ...
user avatar
  • 45
0 votes
1 answer
173 views

Model diagnostics for multi-state models in survival::coxph in R

I am trying to fit a multi-state model using the coxph function from the survival package in R and I want to perform some model ...
user avatar
1 vote
0 answers
77 views

Is this linear model a good fit?

Is this simple linear regression a good fit? Are there any transformations that would improve it? The data is discrete interval count vs discrete interval count (the count of steps walked per time) ...
user avatar
0 votes
0 answers
24 views

Skewed normal distribution

I've trained many mixed effects models and plotted the residuals vs the fitted and found this skew is appearing in many of my models. I'm unsure if this shows that normality is being violated, to me ...
user avatar
0 votes
0 answers
20 views

Lift Charts and Significant Predictors

Suppose I have two models, Model A and Model B. Suppose each of them have the same set of predictors, the only difference is ...
user avatar
0 votes
0 answers
66 views

KMO and Cronbach's Alpha in a multiple regression

I am trying to figure out a reviewer's comments on a manuscript I have submitted. In the paper I fit multiple linear regressions using OLS. The cross-sectional observations are countries. My dependent ...
user avatar
1 vote
0 answers
86 views

heteroskedasticity of surrogate residuals for ordinal logisitic regression

I am fitting a ordinal logistic regression. The real model is multivariate, but I am using a bivariate version for simplicity in this question. Most references I have seen do not list ...
user avatar
3 votes
1 answer
195 views

R: ACF/PACF plots contradict Breusch-Godfrey test results

I run a linear regression of y on x and test the residuals for serial correlation. The Breusch-Godfrey test has us conclude that we fail to reject the null hypothesis that each of the autocorrelations ...
user avatar
0 votes
0 answers
10 views

Artificial Neural Network diagnostics plots

I am building my first ANN ever (for regression). I have tuned it with grid search and now I would like to know how I can show that my model is good. I was wondering if you could provide me with some ...
user avatar
  • 111
0 votes
0 answers
119 views

Model Verification for Gamma GLMM, different between qqplot and DHARMA

I am working with a dataset where the response variable looks like an in-between of normal and gamma distribution Edit: Including model formula and output, as requested, below  I’m using lme4 ...
user avatar
1 vote
1 answer
141 views

DHARMa testZeroInflation: how to interpret output?

I'm analyzing count data with a negative binomial GLMM via the R package glmmTMB and lme4. I'm running DHARMa diagnostics, one of which is testing for zero inflation and I'm having some trouble ...
user avatar
  • 27
2 votes
1 answer
45 views

Using multiple software in a meta-analysis

I am currently performing a meta-analysis of diagnostic test accuracy (DTA). I am planning to perform a univariate meta-analysis to estimate the pooled diagnostic odds ratio (DOR) with R. Then, I ...
user avatar
1 vote
0 answers
53 views

R- regression diagnostics for big data

I have a bid dataset (3,700,000 obs) and I would like to try multiple regression. I have used biglm library and it is fine. However, I have problems (not enough memory) to produce diagnostic plots. ...
user avatar
  • 21
3 votes
0 answers
653 views

DHARMa: quantile deviations detected

I am in the process of fitting a GLMM to my count data: I used a zero-inflated poisson with quadratic term: ...
user avatar
1 vote
1 answer
60 views

Is there a name for 'heteroskedasticity' but for shape, skewness or kurtosis of the distribution?

Heteroskedasticity means that the variance of the residuals changes with respect to input variables. Is there a name for an analogous concept where the shape of the distribution, i.e., skewness, ...
user avatar
  • 6,126
1 vote
0 answers
86 views

Residual of ARIMA model

I've been using ARIMA recently so I'm a little bit unsettled in the chart interpretation. Currently I have 2 pictures of Ljung box and Residual in ARIMA (2,1,2). Can you help me comment on these 2 ...
user avatar
4 votes
1 answer
153 views

Result of a diagnostic test of a predictive model looking too good

I have created a predictive model that outputs a predictive density. I used 1000 rolling windows to estimate the model and predict one step ahead in each window. I collected the 1000 predictions and ...
user avatar
4 votes
5 answers
254 views

$H_0$ vs $H_1$ in diagnostic testing

Consider diagnostic testing of a fitted model, e.g. testing whether regression residuals are autocorrelated (a violation of an assumption) or not (no violation). I have a feeling that the null ...
user avatar

1
2 3 4 5
7