Regression diagnostics are a set of mostly graphical methods which are used to check empirically the reasonableness of the basic assumptions made in the model. These informal methods are an important part of regression modelling: many formal conclusions and inferences (including confidence intervals, statistical tests, prediction etc.) derived from a fitted model only make sense if the assumptions of the model hold. If the regression assumptions are violated, any application of results obtained from the model can be very misleading.

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Regression Diagnostics

  • Shuangzhe Liu,
  • Alan H. Welsh

摘要

Regression diagnostics are a set of mostly graphical methods which are used to check empirically the reasonableness of the basic assumptions made in the model. These informal methods are an important part of regression modelling: many formal conclusions and inferences (including confidence intervals, statistical tests, prediction etc.) derived from a fitted model only make sense if the assumptions of the model hold. If the regression assumptions are violated, any application of results obtained from the model can be very misleading.