Latent residual analysis in binary regression with skewed link


Autoria(s): Farias, Rafael B. A.; Branco, Marcia D.
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

04/11/2013

04/11/2013

2012

Resumo

Model diagnostics is an integral part of model determination and an important part of the model diagnostics is residual analysis. We adapt and implement residuals considered in the literature for the probit, logistic and skew-probit links under binary regression. New latent residuals for the skew-probit link are proposed here. We have detected the presence of outliers using the residuals proposed here for different models in a simulated dataset and a real medical dataset.

CNPq

CNPq

FAPESP [2007/03598-3]

FAPESP

Identificador

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, SAO PAULO, v. 26, n. 4, supl. 1, Part 1, pp. 344-357, NOV, 2012

0103-0752

http://www.producao.usp.br/handle/BDPI/37943

10.1214/11-BJPS143

http://dx.doi.org/10.1214/11-BJPS143

Idioma(s)

eng

Publicador

BRAZILIAN STATISTICAL ASSOCIATION

SAO PAULO

Relação

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS

Direitos

closedAccess

Copyright BRAZILIAN STATISTICAL ASSOCIATION

Palavras-Chave #BINARY REGRESSION #MCMC ALGORITHM #RESIDUAL ANALYSIS #SKEW-PROBIT MODELS #DISTRIBUTIONS #MODELS #STATISTICS & PROBABILITY
Tipo

article

original article

publishedVersion