residual analysis

  1. L

    analisy of residual

    Hi, after a regression is necessary to make an analisy of residuals to know if the model were accurate? ù Noob here, could you explaine me please, why you could do an analisy of residuals and for which purpose does it serve?
  2. Y

    Prediction from predicted/residual values compare to standard error of the estimate

    Hello. I have to indicate how good prediction is, by looking at the actual, predicted, and residual values, compare to the standard error of the estimate. I understand that the smaller standard error of the estimate is more accurate, and is a better prediction. But when “Residual score...
  3. D

    Mixed effects model residual analysis (help!)

    Hello, I have little experience with mixed-effects models and could do with some help when it comes to checking model assumptions. I am using the 'lme()' function from the 'nlme' library in R to test the fixed effects of a repeated measures design. Given a pair of sounds (A and B), each...
  4. sufeipopo

    How to interpret residual plot of a logistic regression?

    Hi all, I'm working on a default probability model and was modeling the default probability using logistic regression. The pearson residual and deviance residual plots are attached. Can anyone give me some idea about how to interpret these two plots? Do these plots indicate...
  5. C

    How to do residual investigation using Fama-MacBeth regressions?

    Hello, everyone!! :) My research is in asset pricing, and I am regressing an independent variable (an anomaly to the CAPM) against a dependent variable (in this case, monthly returns for assets) using Fama-MacBeth (1973) implementation (explained below). - My ultimate goal is to assess...
  6. Martin Marko

    Repeated Measures ANOVA (Split-Plot ANOVA) analysis of residuals

    Hi, how to process decent residual analysis in repeated measures? I know that the residuals should have normal distribution (altogether an in every level of repeated factor too), but is there any other way to examine the residuals? I am considering Levene's test to chcek if the variances...