Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

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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Diagnostics for logistic regression?

For linear regression, we can check the diagnostic plots (residuals plots, Normal QQ plots, etc) to check if the assumptions of linear regression are violated. For logistic regression, I am having trouble finding resources that explain how to…
ialm
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How to read Cook's distance plots?

Does anyone know how to work out whether points 7, 16 and 29 are influential points or not? I read somewhere that because Cook's distance is lower than 1, they are not. Am, I right?
Platypezid
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Interpreting residual diagnostic plots for glm models?

I am looking for guidelines on how to interpret residual plots of glm models. Especially poisson, negative binomial, binomial models. What can we expect from these plots when the models are "correct"? (for example, we expect the variance to grow…
Tal Galili
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Likelihood ratio test in R

Suppose I am going to do a univariate logistic regression on several independent variables, like this: mod.a <- glm(x ~ a, data=z, family=binominal("logistic")) mod.b <- glm(x ~ b, data=z, family=binominal("logistic")) I did a model comparison…
lokheart
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Why does my bootstrap interval have terrible coverage?

I wanted to do a class demonstration where I compare a t-interval to a bootstrap interval and calculate the coverage probability of both. I wanted the data to come from a skewed distribution so I chose to generate the data as exp(rnorm(10, 0, 2)) +…
Flounderer
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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 interpret them. In short, how do I tell if my model…
mkt
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What diagnostic plots exists for quantile regression?

Following on my question for OLS, I wonder: what diagnostic plots exists for quantile regression? (and are there R implementation of them?) A quick google search already came up with the worm plot (which I have never heard about before), and I'd be…
Tal Galili
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Is it valid to analyze signal detection data without employing metrics derived from signal detection theory?

A signal detection experiment typically presents the observer (or diagnostic system) with either a signal or a non-signal, and the observer is asked to report whether they think the presented item is a signal or non-signal. Such experiments yield…
Mike Lawrence
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MCMC Geweke diagnostic

I'm running a Metropolis sampler (C++) and want to use the previous samples to estimate the convergence rate. One easy to implement diagnostic I found is the Geweke diagnostic, which computes the difference between the two sample means divided by…
Yang
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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: $$D^2 = (N - 1)(h - \tfrac{1}{N}).$$ In a linked article,…
dave2d
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Why are diagnostics based on residuals?

In simple linear regression one often wants to verify if certain assumptions are met to be able to do inference (e.g. residuals are normally distributed). Is it reasonable to check the assumptions by checking if the fitted values are normally…
bdeonovic
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Is there a test for omitted variable bias in OLS?

I am aware of the Ramsey Reset test which may detect nonlinear dependencies. However, if you just throw out one of the regression coefficients (merely linear dependencies), you may get a bias, depending on the correlations. This is obviously not…
user13655
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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 providing the same exact information. So why provide this seemingly redundant…
user166625
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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 homoskedasticity of $\varepsilon$, normality of…
Richard Hardy
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What are some good exploratory analysis and diagnostic plots for count data?

Does anyone know of good reference material on exploratory analysis and diagnostic plots for count data?
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