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Abstract:

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 may be 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. © 2004 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

Registro:

Documento: Artículo
Título:Quantile-quantile plot for deviance residuals in the generalized linear model
Autor:García Ben, M.; Yohai, V.J.
Filiación:Departamento de Matematicas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Ciudad Universitaria, Pabellon 1, Buenos Aires, 1428, Argentina
Departamento de Matematicas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Consejo Nacional de Investigaciones Científicas y Técnicas of Argentina, Argentina
Palabras clave:Deviance residuals distribution; Logistic regression; Probability plot
Año:2004
Volumen:13
Número:1
Página de inicio:36
Página de fin:47
DOI: http://dx.doi.org/10.1198/1061860042949_a
Título revista:Journal of Computational and Graphical Statistics
Título revista abreviado:J. Comput. Graph. Stat.
ISSN:10618600
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_10618600_v13_n1_p36_GarciaBen

Referencias:

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Citas:

---------- APA ----------
García Ben, M. & Yohai, V.J. (2004) . Quantile-quantile plot for deviance residuals in the generalized linear model. Journal of Computational and Graphical Statistics, 13(1), 36-47.
http://dx.doi.org/10.1198/1061860042949_a
---------- CHICAGO ----------
García Ben, M., Yohai, V.J. "Quantile-quantile plot for deviance residuals in the generalized linear model" . Journal of Computational and Graphical Statistics 13, no. 1 (2004) : 36-47.
http://dx.doi.org/10.1198/1061860042949_a
---------- MLA ----------
García Ben, M., Yohai, V.J. "Quantile-quantile plot for deviance residuals in the generalized linear model" . Journal of Computational and Graphical Statistics, vol. 13, no. 1, 2004, pp. 36-47.
http://dx.doi.org/10.1198/1061860042949_a
---------- VANCOUVER ----------
García Ben, M., Yohai, V.J. Quantile-quantile plot for deviance residuals in the generalized linear model. J. Comput. Graph. Stat. 2004;13(1):36-47.
http://dx.doi.org/10.1198/1061860042949_a