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The residuals of a model are the actual values minus the predicted values. Many statistical models make assumptions about the error, which is estimated by the residuals.

5 votes
1 answer
17k views

What does it mean to correlate residuals in SEM?

I have been reading a paper by Cole, Ciesla, and Steiger, which argues in many cases allowing residuals to correlate is justified. … The insidious effects of failing to include design-driven correlated residuals in latent-variable covariance structure analysis. Psychological Methods, 12, 381–398. …
user1205901 - Слава Україні's user avatar
29 votes
2 answers
15k views

Why is the normality of residuals "barely important at all" for the purpose of estimating th...

Thus, in contrast to many regression textbooks, we do not recommend diagnostics of the normality of regression residuals. Gelman and Hill don't seem to explain this point any further. … Why is the normality of residuals important when predicting individual data points? Gelman, A., & Hill, J. (2006). Data analysis using regression and multilevel/hierarchical models. …
user1205901 - Слава Україні's user avatar
8 votes

Do points with high Cook's distance necessarily have a high standardized residual, and vice-...

1. A data point can still be considered influential if it has a large Cook's Distance, even if it has a low standardized residual. The following image (taken from p214 of Andy Field’s Discovering St …
user1205901 - Слава Україні's user avatar
0 votes
1 answer
3k views

Residual diagnostics in DHARMa for multilevel logistic regression

There follows the default DHARMa plot of residuals against the predicted values. I also tried to plot the residuals against fitted(m1), excepting that they would be the same thing. … Do my residuals look OK? Is there anything further I should be testing in relation to them? …
user1205901 - Слава Україні's user avatar