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 do I analyze this linear regression residual plot?

I need help interpreting the residual plot and model diagnostics. I built a model for number of ticket sales for an event. so the dependent variable is a continuous variable. Below is how the ...
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20 views

Simulate multivariate outliers

Considering a multivariate linear model $\boldsymbol{Y = XB + E}$, where $\boldsymbol{Y, X, B}$ and $\boldsymbol{E}$ have dimension $n \times m$, $n \times p$, $p \times m$ and $n \times m$, ...
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What is gained from a scale-location plot?

The plot function in R provides four diagnostic plots for linear regression: It seems like the residuals vs fitted plot and the scale-location plot are basically ...
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143 views

High GLMER dispersion parameters

I am running a glmer with a random effect for count data (x) and two categorical variables (y and ...
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66 views

Picking a model: Diagnostics or Model Strengths

I am building a lot of models and want to pick one to use for predicting. I am using linear regression, elastic net, and partial least squares regression. I know my data is highly correlated and that ...
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21 views

Polynomial Regression with grouped independent observations

I am trying to model how porosity changes across burn up levels of a fuel pellet. I have 300 observations at varying levels of burn up. The way my data is collected makes burn up appear as a ...
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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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5k views

Is my model any good, based on the diagnostic metric ($R^2$/ AUC/ accuracy/ RMSE etc.) value?

I've fitted my model and am trying to understand whether it's any good. I've calculated the recommended metrics to assess it ($R^2$/ AUC / accuracy / prediction error / etc) but do not know how to ...
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1answer
130 views

Conflicting residual diagnostics for GLMM for binary data: zero-inflation

I fitted a mixed logit model with crossed random effects in lme4_1.1-21::glmer to some experimental binary data. The maximal random-effect structure justified by ...
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1answer
70 views

Diagnostic plot of glmm model

I am very new to R and I have a problem with the diagnostics of my models...can anyone help me please? I have run my model: ...
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1answer
399 views

Overdispersion tests from DHARMa and sjstats: conflicting results?

I ran some models for my count data, and did some diagnostics to check for overdispersion. Here is a dharma graph, which as I understand, indicates no overdispersion. And this is the result I get ...
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577 views

DHARMa diagnostics: testDispersion and testZeroInflation interpretation

I have been analyzing count data using Poisson distribution in glmmTMB, and just ran some DHARMA diagnostics. However, there don't seem to be a lot of help online on how to interpret the results. Does ...
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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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Is there formal test of non-linearity in linear regression?

In logistic regression there is Box-Tidwell but I know of nothing like that in linear regression. I use partial residual plots to look for this, a graphical feature, but would love to find a formal ...
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174 views

Constant Variance Assumption in Linear Regression

It seems to me that the following plot of "Residuals Vs. Fitted Values" violates the assumption of constant variance, since for lower fitted values, there are fewer points whereas for higher fitted ...
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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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1answer
88 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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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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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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104 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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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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39 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
2k 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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1answer
2k 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
210 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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37 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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1answer
1k 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
190 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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148 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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88 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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32 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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600 views

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
306 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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43 views

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
302 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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1k 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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298 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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139 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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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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47 views

Issues with linearity?

I have searched and read the answers to similar questions, however I am still not sure I have the appropriate solution. I am running multiple regression with 4 predictors, one categorical and 3 "...
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1answer
165 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
313 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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183 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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783 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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54 views

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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244 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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112 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
458 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 learned ...
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2k 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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400 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?