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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Why are my Hazard Ratio coefficients so large or small in Coxph regression?

I have some grade data for an institution I work at for a specific sub population and comparing it to retention over time. In the first table below are some hazard ratios from a coxph regression in R, ...
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How to fit and perform diagnostics for (Linear) Mixed Effects Models on Rating data in R

I conducted an experiment where 143 test subjects (Interview) rated sets of 20 Stimuli (Stimulus) on a scale from 0 to 100. ...
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Diagnostic for GLM Gamma model in R

I am applying a glm model with gamma distribution and log link function to a continuous variable defined only on R+. I have tried to fit the model but I am having some difficulty interpreting the ...
14 views

3 way interaction, residual plot showing clustering across fitted values, do I need to account for grouping in a different way?

I have created a model with a three way interaction, analyzing how taste of bread (fr2) decreases over time (time2), and how skill of the baker (skill2) impacts longevity of taste, across different ...
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Is deleted residuals same as dffit [duplicate]

Is deleted residuals same as DFFIT? I was reading on identifying influential datapoints, and it confuses me. It seems to me that both means $\hat{y_i}-\hat{y_{i(i)}}$ thank you
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Which test do I use for checking chain convergence on an mcmc glmm with a factorial response variable?

I am running an mcmc glmm (mcmc package in R) with the following structure: continuous response variable + continuous response variable + factorial response variable ~ all of my covariates+etc. This ...
1 vote
38 views

Why does the Gelman plot of a JAGS model start at 1000?

I am looking at the diagnostics of a Bayesian model using rjags in R. In particular, I am considering its Gelman-Rubin-Brooks plot. Independent of the number of ...
23 views

Residual autocorrelation in ARMA-GARCH model

I have used the auto.arima function on my data set, which is the Ethereum-USD exchange rate, and I end up with an ARMA(2,2) model based on the AIC. I have estimated ...
229 views

What causes the parameter phi (precision) to be very small in beta regression (by betareg in R)?

I tried to do a beta regression for a variable affected by age and intimacy, but it did not work well. The value of phi (precision) estimated by maximum likelihood method is very small, and when I ...
16 views

Why does the serial.test function from the vars package in R yield contradictory results for type='BG', 'ES', and 'PT.asymptotic'?

I fitted a VAR model, individually all the residuals do not have autocorrelation, but if I use the serial.test I get different results: Type 'ES' Edgerton and Shukur (1999) Test p.value=0.99 Type 'BG'...
22 views

Clusters in residuals v fitted diagnostic plot

I'm fitting a linear model in R with a (non-transformed) response variable and two independent variables: one of them is continuous and the other is numeric but treated as an ordinal variable with ...
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1 vote
32 views

Assessing Model Fit for Cumulative Link Mixed Models (CLMM)

I have a CLMM model that accounts for repeated measurements within individuals (ID) over time, using mixed effects. ...
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1 vote
21 views

Necessary diagnostics of multiple quantile regression

I am wondering what are necessary statistics for multiple quantile regression model. I am considering creating a model e.g. using the quantreg R package: ...
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Why do we check residual distributions in OLS when OLS is distribution free? [duplicate]

The way I see it, in OLS, we are geometrically fitting a line of best fit to some data. Unlike MLE (even though OLS and MLE give the same regression estimates for simple linear regression), there are ...
38 views

What critical level to use in diagnostic tests for model selection in forecasting?

I have been reading Hyndman & Athanasopoulos "Forecasting: Principles and Practice" (newest edition here) recently, and I noticed something that I regard as a possible inconsistency. On ...
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1 vote
99 views

Issues with metaprop function for computing pooled specificity in meta-analysis

I am training to learn how to perform meta-analysis using R. I conducted a meta-analysis using the metaprop function in R with the provided dataset. The goal is to ...
316 views

Residuals vs fitted values plot interpretation for "striped residuals"

I tried to run a simple linear regression in R, and when I check for the linearity, my "Residuals vs Fitted" graph is like this: Are the points randomly scattered? Or this showing a pattern ...
182 views

Interdependence between leverages and residuals

According to the following online quote I read online: It’s worth noting that an observation can have a high absolute value for a standardized residual, yet have a low value for leverage. My ...
150 views

Impact of outliers to QQ plot

I'm trying to build an GLM regression (10k samples and 50 dimensions). I ran an analysis of the dependent variable since the regression has a normality assumption for the dependent variable. The QQ ...
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What are the main differences between a traditional receiver-operating curve and a Lorenz curve?

I am analyzing a dataset of cardiac echocardiographic exams, aiming to compare the diagnostic accuracy of a novel test in comparison to a standard one. I have recognized that using Stata I can ...
38 views

Check linearity Residual vs Fitted Chart

I have a question about one of the simple linear regression test graphs. Looking at the graph it apparently appears to be linear but this curve is causing me a lot of doubt, I did another test that I ...
28 views

ARIMA - Identifying an outlier in residuals

I am trying to perform an ARIMA (SARIMAX in fact) and when looking at the residuals I see a large outlier. I am using python statsmodels.tsa.statespace.sarimax. I ...
17 views

How to interpret this model diagnostics?

A model was fit as below: m1 <- lmer(log (ld50) ~ var * strain * time + (1|rep) + (1|rep:var) + (1|strain:env), dt) The response ld50 ranges from 0.15 (lower ...
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GARCH diagnostics via standardized residuals: interpreting my findings

I have fit a GARCH(1,) model in Python, assuming the residuals are $t$ distributed. I am checking the standardized residuals. ARCH and Ljung-Box tests don't reject the null hypothesis. However, I am ...
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263 views

How to compare influence of outlier in regression model. ANOVA of two models in R

I am doing linear regression in R. I have identified an outlier in my data: ...
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34 views

standardized residuals GARCH

I am having a hard time understanding ACF and PACF. I estimated a GARCH(1,1) model and now I am checking its standardized residuals. This is what I get: I can not really understand why the lag 0 has ...
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148 views

What aspects should I test from a fitted GARCH model?

I estimated a GARCH(1,1) assuming that the residuals follow Student-$t$ distribution. ...
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9 views

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Techniques/diagnostics for gaining confidence in normality assumptions and resulting confidence intervals

I have data that is reasonably assumed to be iid samples from some distribution. Our goal is to put a confidence interval on the population mean and have something similar for the population variance. ...
1 vote
71 views

Comparing binary and continuous predictors for diagnostic test

There is a "traditional" biomarker (binary predictor) used in the diagnosis of a disease (binary outcome) that has a high cost to perform for the clinical labs. I'm studying alternatives, ...
1 vote
75 views

Statsmodels VAR plot_acorr() amount of plots

I am working on a statsmodels VAR model to forecast some values and want to analyze the created model. In the examples and in some books I read about calculating the autocorrelation of the residuals ...
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Whether my model follows the QQ plot and DHARMa residual in glmmTMB?

I ran this code and found the result. Could you please help me to figure out my model follows DHARMa residual? ...
137 views

Validity of Automatic Portmanteau test for serial correlation vs Ljung-Box Test

I would like to model the Value-at-Risk of U.S. sector indices and the U.S. Broad Dollar Index using the variance-covariance method. To achieve this, I model the conditional means and variances of the ...
1 vote