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加拿大Saskatchwan大学李龙海博士为我系师生开展学术讲座

时间:2017-06-15来源: 作者:热度:93

关键词:SAS

时间:2017年6月19日上午10点
地点:生物统计学系计算机房
主讲:李龙海博士

题目:Randomized Quantile Residuals: a Unified and Powerful Model Diagnosis Tool for Non-Normal Regression Models

摘要:Examining residuals, i.e., Pearson and deviance residuals, is a primary method to identify the discrepancies between models and data and to assess the overall goodness-of-fit of a model. In normal linear regression, both of these residuals coincide and are normally distributed; however, in non-normal regression models, the residuals are far from normality, with residuals aligning nearly parallel curves according to distinct response values, which imposes great challenges for visual inspection. Randomized quantile residual was proposed in the literature to circumvent the above-mentioned problems in traditional residuals. However, this approach has not gained deserved awareness and attention, partly due to the lack of extensive empirical studies to investigate its performance. Therefore, we demonstrate the normality of the randomized quantile residual when the fitted model is true and compare its performance with the traditional residuals through a series of simulation studies. Our simulation studies show that randomized quantile residual has a unified normal distribution under the true model, and has great statistical power in detecting many forms of model inadequacies.