# 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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### When/why not to use studentized residuals for regression diagnostics?

Consider a linear regression $$y=X\beta+\varepsilon.$$ Residuals $e:=y-X\hat\beta$ are often used as substitutes for the unobserved model errors $\varepsilon$ for validating assumptions such as ...
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### “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: $$D=\sum_{i=1}^{N}d_i^2$$ d_i^...
2k 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 ...
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### Influence plot for potential outlier detection from logistic regression in R

I am looking into identifying extreme values from their contribution to a binary outcome model. I have an unbalanced set and some extreme values which are part of the smaller set to predict (i.e ...
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### Ill-behaved, nonnormal residuals of multiple regression: should I be concerned?

I have data on waist circumference (cm) (waist), gender, age and physical activity (vigorous MET minutes per week) (PA). I was trying to run linear regression in R on the model waist ~ gender + age + ...
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### what to do with ridiculous but valid leverage points

So I'm having some difficulty fitting a linear model to the data (see other post here glm model fit - can't find a family/link combination that produces good fit). In particular, I'm worried ...
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### What convergence diagnostics are appropriate for a Bayesian hierarchical logistic regression model?

Using WinBUGS, I fit several Bayesian hierarchical logistic regression models for the mean of a binary response variable conditional on a set of criteria. I am now using CODA in R to determine if my ...
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### 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). ...
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### 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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### why Durbin Watson result could be so different from Ljung-box or Breusch–Godfrey test for OLS diagnostics

I have a residuals series from OLS regression (out.lm) where I do NOT have lagged dependent variable as a predictor. My residual series has about 1700 numbers. I ran ...
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### Traceplots and gelman.rubin statistics for analysing convergence of mixtures of discrete and continuous distributions

I have a Bayesian hierarchical model which contains a number of distributions which are mixtures of a point-mass at zero and a continuous random variable. The model is fitted using a gibbs sampler. ...
339 views

### Observations aligned on PCA diagnostic plot: geometric interpretation?

The image below depicts the distance-distance plot for a (robust) PCA fit of a real data set. The distance-distance plot is described in greater detail on page 30-31 of (1) or page 2--3 of (0). It ...
317 views

### leverage.plot() R - CAR package

I'm trying to complete a homework regarding added-variables and leverage plots using the CAR package. In the documentation of the ...
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### Identifying outliers in logistic regression model

I'm looking to identify outliers in a logistic regression model, e.g. ...
516 views

### How to interpret diagnostic plots for GEV distribution

I produced the following Diagnostic plots, from the following R Code: ...
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### How should I interpret/follow-up on mixed logistic regression (GLMM) diagnostics?

I have experimental data (n subjects = 64) in which the response variable, accuracy (0 or 1), was measured 9 times within subjects. My predictor is Condition (A vs B) measured between subjects. I ...
255 views

### Can I compare different estimations approaches with AIC?

I'm running two different panel models. Model 1 is a Random Effects regression estimated using Maximum Likelihood and bootstrapped standard errors. Model 2 has the same main dependent variables and ...
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### How does one test for no autocorrelation between residuals and linearity in parameters?

I am using Stata and attempting to test for (1) no autocorrelation between residuals and (2) linearity in parameters. Attempts I've made for (1) The only test I've found so far for autocorrelation is ...
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### MCMC diagnostics for EMC or SMC

Are diagnostics developed for MCMC (e.g. Gelman-Rubin, Geweke) suitable for output from Evolutionary Monte Carlo (EMC) or Sequential Monte Carlo (SMC)?
352 views

### Standardized residuals vs fitted values for Poisson regression

McCullagh and Nelder's book on glm suggest to plot standardized deviance residuals against either the linear predictor ($\hat{\eta}$) or the fitted values ($\hat{\mu}$) transformed to the constant ...
199 views

### When creating a multiple regression model for a subgroup, is it necessary to test all assumptions again?

My results section consists of a multiple regression analysis considering 3 factors, containing all of my participants. Following this, I have considered males and females separately, by construction ...
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### How to decide between quasi-poisson and negative binomial?

I tried quasi-poisson and negative binomial glms on my counted data in R. The estimates are pretty much the same but p-value are different. Quasi-poisson gives insignificant result. NB give ...
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### Problems in finding outliers and leverage points in non-linear regression

I'm implementing diagnostic of non-linear regression model $(y=ax^b)$. I'm trying to find out where outliers and leverage points in my model ...
659 views

### Statistical tests for comparing Positive/Negative likelihood ratios in two independent diagnostic tests

I have a problem regarding the comparison of the likelihood ratios in two diagnostic tests. The definition of positive likelihood ratio in screening tests is "the probability of a person who has the ...
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### Independence of “residuals” in a Bayesian multilevel hierarchical model

So i'm having some problems realising what model checks I should do after fitting a bayesian model other than convergence diagnostics. Lets say i'm fitting a hierarchical bayesian regression model, I ...
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### How to distinguish suspicious leverages?

Given a linear model and the following hatvalues and influence.measures, how can I say which measurements are suspicious? I mean ...
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### How to proceed with nonstationary variables in panels?

In most of the emprical papers using panel data, authors do not seem to "worry" too much aboout the non-stationarity of the individual variables. Yes, there is asymptotic theory for N and T going to ...
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### VECM Diagnostic Test

I have got few questions about VECM and cointegration test. Basically I conducted a cointegration test on two time series (spot vs forward price) by using the Johansen procedure. The results suggest ...
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### 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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### Help understanding residual vs covariate plots in linear regression when covariate is transformed

I'm self-studying stats and in the books I've studying there usually aren't examples specifically dealing with residual plots for polynomial and spline fits. This has be thinking about residual vs ...
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### How to find out about weird patterns in gam.check of a bam

I run a bam with timeseries data and a response variable defined as cbind(positive, negative), family = quasibinomial (because of overdispersion), a number of interactions, and some random effects. ...
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### ARIMA Model Suitability Testing

I'm attempting to forecast 24-month hydroelectric generation at various river systems in the United States. Because river flows -- which is the primary driver behind hydro generation -- are mean-...
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### Diagnostic Meta-Regression with mada in R

I am trying to figure out how to perform a meta-analysis of diagnostic test accuracy studies and I have a doubt that is driving me crazy. I am using the package mada written in R and following the ...
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### Emergency Use Auth (EUA) for SARS-CoV-2 Tests

Problem: After the EUA for SARS-CoV-2 tests, we have a diagnostic test that passes both of the following criteria: All first five true-negative samples each produce a negative test result. All ...
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### Diagnostic plot (residual vs. predicted) of a glmm using DHARMa

I used glmmTMB to fit a model with beta distributed errors, zero inflation, several nested random effects and temporal correlation. I then used the diagnostic plots available in DHARMa. My residual vs ...
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### How to run a Sargan-Hansen test?

I'm estimating a model with a lagged dependent variable and fixed effects for panel units. I understand that this can result in Nickell Bias but I didn't think it would be a big problem because there ...