Quantile-quantile plot for deviance residuals in the generalized linear model
Quantile-quantile plot for deviance residuals in the generalized linear model
复制标题
DOI：
10.1198/1061860042949_a
复制
发表时间：
2004-03-01
影响因子：
2.4
通讯作者：
Yohai, VJ
中科院分区：
文献类型：
--
作者：
Ben, MG;Yohai, VJ
残差的正态分位数-分位数（Q-Q）图是一种常用的诊断工具，用于诊断具有正态误差的普通线性回归。然而，对于某些广义线性回归模型，离差残差的分布可能非常远离正态性，因此相应的正态Q-Q图可能会误导检查模型的充分性。本文介绍了广义线性模型的离差残差分布的一个估计。我们提出了一个新的Q-Q图，其中观察到的偏差残差绘制对估计分布的分位数。通过对真实的和模拟数据的分析，说明了该方法的有效性。
The normal quantile-quantile (Q-Q) plot of residuals is a popular diagnostic tool for ordinary linear regression with normal errors. However, for some generalized linear regression models, the distribution of deviance residuals maybe very far from normality, and therefore the corresponding normal Q-Q plots may be misleading to check model adequacy. We introduce an estimate of the distribution of the deviance residuals of generalized linear models. We propose a new Q-Q plot where the observed deviance residuals are plotted against the quantiles of the estimated distribution. The method is illustrated by the analysis of real and simulated data.