Latent residual analysis in binary regression with skewed link
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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Data(s) |
04/11/2013
04/11/2013
2012
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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 |
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 |