Model Criticisms and Residuals Flashcards
1
Q
Formula for martingale residuals?
A
di - rci
2
Q
What do martingale residuals do?
A
shows functional form?
3
Q
What do deviance residuals do?
A
transform martingale residuals to symmetry about zero to simplify interpretation
- roughly normal if model is correct
- identifies outliers
- NOT A MEASURE OF FIT
4
Q
What do Schoenfield residuals do?
A
difference between what the model would expect xij to the actual values
- shows time dependency
5
Q
Explain influence diagnostics
A
For each point and parameter, the δ-β approximates the change when the point is omitted
