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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334 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 ...
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0answers
55 views

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 ...
3
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1answer
60 views

Diagnosing Model Fit and Interpretation

Suppose we have a linear model fit to real world data and we access the quality of the fit by examining $r^2$, the p-values of the regression coefficients, the normality of the errors, the Cook's ...
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314 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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0answers
2k views

Diagnostics for a negative binomial model [duplicate]

I would like to know what model diagnostics I should be checking to ensure that a negative binomial (NB) regression for overdispersed data has meet all of the required assumptions. There is a very ...
3
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2answers
109 views

How to assess normality of a dataset?

I have a sample dataset where I applied multilinear regression with 4 predictors. To run diagnostics on the model, I generated a residual histogram, residual plot and qqplot. Both qqplot and residual ...
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0answers
875 views

Identifying outliers in logistic regression model

I'm looking to identify outliers in a logistic regression model, e.g. ...
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0answers
260 views

Heteroskedasticity in my regression model?

I have a model which has lot of dummy variables representing seasonalities, day of week, day pf month, month of year, week of year etc. My dependent variable is total number of movie tickets that will ...
7
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1answer
18k views

Logistic regression diagnostic plots in R

For testing purposes I made up some correlated data in R like this: ...
8
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3answers
2k views

How should I interpret this residual plot?

I am unable to interpret this graph. My dependent variable is total number of movie tickets that will be sold for a show. The independent variables are the number of days left before the show, ...
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1answer
140 views

Define ARIMA Model (p,d,q) based on parameter significance, whitenoise and normality assumptions

I was following the ACF and PACF Plot but it didn't fulfill paramater significance, white noise assumption and normality assumption. So I did model identification for several times to get the model ...
4
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1answer
226 views

Can Cook's distance plot only be used for least squares regression?

If Cook's distance can only be used for least squares regression, what are some alternatives that will give me a similar plot for a Gamma model or any regression model from the exponential family?
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0answers
984 views

Ljung-Box statistic doesn't match to ACF of ARIMAX

I'm afraid I basically missunderstand something in the Ljung-Box-Pierce test. I estimate an ARMAX model with $y$ as seasonal response variable with periodicity in lag 144, and ARMA(3,1) process for ...
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3answers
2k views

What does this plot tell me about my linear model?

I have fit the following linear model, I tested the response by looking at a qq plot and it is almost perfectly linear. When i fit the model though, and study the predicted vs observed plot, It looks ...
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1answer
247 views

VAR model: good diagnostics but poor forecasting performance

I constructed a VAR model of order 4 where some of the variables are statistically insignificant. The model is based right in terms of diagnostics (no autocorrelation of residuals, normal distribution,...
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1answer
91 views

Meta-analysis of multiple diagnostic tests accuracies

I want to perform a meta-analysis of multiple diagnostic test at once. Outcomes are sensitivity, specificity, positive predictive value and negative predictive value. All the test have the same ...
11
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1answer
12k views

How to interpret TBATS model results and model diagnostics

I have got a half hourly demand data, which is a multi-seasonal time series. I used tbats in forecast package in R, and got ...
8
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1answer
149 views

Is there any meaningfully robust approach to conduct a network meta-analysis of diagnostic test accuracy studies?

Background: I am working on a systematic review including several imaging modalities for coronary artery disease, but the evidence network is quite large, including different modalities, often ...
2
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0answers
66 views

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)?
2
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1answer
458 views

How to interpret regression diagnostic plots for multiple linear regression analysis (with specific example)

I recently using the day.csv file which is downloaded from http://archive.ics.uci.edu/ml/machine-learning-databases/00275/ to build a regression model for the last column “cnt” in R. This is the ...
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1answer
381 views

Is ARCH test mandatory for VAR?

Is ARCH test mandatory for VAR? If so, what lag length of the ARCH test should I use? The same as the lag length of my VAR or VEC model?
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0answers
58 views

Diagnostic device hypothesis testing for superiority to a fixed value

I am designing a study to demonstrate that a diagnostic medical device is more sensitive than a fixed performance goal of 70%. Currently I am attempting to determine the appropriate sample size. My ...
2
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1answer
744 views

Diagnostics for generalized additive model vs linear model

I am doing an analysis in R and I have the model: lm(birthrate~education+employment+lo(latitude, longitude),data=data2). It seems to be a generalized additive ...
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0answers
514 views

How to interpret diagnostic plots for GEV distribution

I produced the following Diagnostic plots, from the following R Code: ...
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1answer
1k views

Are these diagnostic plots from lmer too far away from normal and showing heteroscedasticity?

I have read similar posts in this website to help me assess whether my diagnostic plots are too far away from normal and if they are showing heteroscedasticity (Interpretation of residuals vs fitted ...
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1answer
2k views

Mixed model or ANOVA on differences in pre-post design

I want to analyse the effect of different treatment types (control, treatment1, ..., treatment4) on the surface of specimens made of certain materials (...
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0answers
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 ...
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1answer
450 views

Confidence interval of AUC with Reitsma model in mada R package

I am conducting a meta-analysis of diagnostic test accuracy studies comparing myocardial perfusion scintigraphy vs coronary angiography using the mada R package. I ...
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2answers
1k views

Which is the best method for meta-analysis of diagnostic test accuracy studies?

I am conducting a meta-analysis of diagnostic test accuracy studies focusing on myocardial perfusion imaging. I have used first Meta-Disc, but only for descriptive purposes, as it is clear that ...
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0answers
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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0answers
125 views

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 ...
3
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1answer
5k views

GARCH diagnostics: autocorrelation in standardized residuals but not in their squares

Fitting an ARMA-GARCH model, I checked the Weighted Ljung-Box test on standardized residuals and squared residuals to verify if the model is adeguate in describing the linear dependence in the return ...
2
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0answers
222 views

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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1answer
6k views

GARCH model diagnostics: how to interpret test results? [closed]

I'm new here and also new in Ox environment. Those below are results I obtained from estimating AR(5)-FIGARCH(1,$d$,1) models. ...
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0answers
359 views

When forecasting a time series using artificial intelligence, why aren't the errors diagnostic?

Modern methods for predicting or forecasting time series have become widely used, such as neural network, fuzzy logic, ANFIS, etc. When we use these method for time series forecasting, errors are not ...
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1answer
3k views

Prove the relation between Mahalanobis distance and Leverage?

I have seen formulas on Wikipedia. that relate Mahalanobis distance and Leverage: Mahalanobis distance is closely related to the leverage statistic, $h$, but has a different scale: $$D^2 = (N - 1)(...
3
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1answer
533 views

Posterior predictive checks and the real world

In general, when performing posterior predictive checks, one calculates a posterior predictive p-value like so: $$p_B = \frac{1}{S}\sum_{s=1}^{S}\mathbb{1} (T(x^{(rep,s)},\theta^{s}) \ge T(x,\theta^{s}...
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1answer
5k views

How to identify outliers and do model diagnostics for an lme4 model?

I need to identify outliers and high leverage points, and perform model diagnostics, in an lme4 model. For outliers and high leverage points, simply making a plot ...
3
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1answer
670 views

Tilted rectangle in residuals vs fitted plot

When performing diagnostics on an OLS model, what can make a plot of the predicted responses vs the residuals. Ideally we want a horizontal rectangle shape. But what does it mean when the plot is a ...
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0answers
74 views

GLM Diganostic Analysis - What plots actually matter?

In regards to this Poisson approach (How can the Poisson GLM be used instead of logistic regression for the Titanic survival data?). I always thought that Normal Q-Q, Cook's D distance plots were ...
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1answer
657 views

Evaluation of diagnostic test ($R^2$ vs AUC)

A sort of a risk evaluation system is offered to us (sort of advertising). The output value is lethality (yes/no). The evaluators are several diagnoses, emergency status, age etc. No detailed ...
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1answer
328 views

Is Box and Pierce test on residual or squared residual?

In a GARCH model, is it better to test the autocorrelation of squared residuals rather than the autocorrelation of residuals? Thanks!
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0answers
452 views

Why is my logistic regression fit that bad?

I was requested by a professor to analyze a high dimensional dataset (92 cases, 400+ variables, and a lot of NAs...) of various patient outcomes (gaussian distributed, counts, and binary) and their ...
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1answer
833 views

Diagnostics for quasipoisson glm for continuous data

I'm a little confused about how to use the quasipoisson family in the glm function. It was recommended by someone that I use it for my analysis, even though the data are continuous - and as such, I ...
2
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0answers
252 views

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 ...
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1answer
85 views

How can model misfit introduce dependency?

I read somewhere recently that mis-fitting a regression model can introduce dependency into the model. Unfortunately I cannot find the where I read this. Can anyone explain how mis-fitting a ...
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0answers
81 views

Diagnostic plots for logistic regression [duplicate]

I want to check for the assumptions of linearity in my logistic regression model, which states that the logit of the probability is a linear combination of predictors. It might be the case though, ...
1
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1answer
754 views

Zero-inflated models how to get predicted values = 0 stata

I'm fairly new at Stata and this is the main reason of my question. I did a longitudinal zero-inflated poisson model: ...
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0answers
685 views

Using Half-Normal Plot to Identify Outlying Observations

When we perform linear regression diagnostic, we usually utilize the half-normal plot (available in the faraway package in R) to identify outlying observations. ...
5
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1answer
142 views

When is it justified to “peek” at the outcome variable in model-building process?

I am referring to the following comment made in a 1996 paper by Dr Frank Harrell et al in Statistics in Medicine: Unless a formal penalized estimation technique is used, multiple comparisons ...