Quantile-Quantile Plot for Deviance Residuals in the Generalized Linear Model

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...

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Detalles Bibliográficos
Autor principal: García Ben, M.
Otros Autores: Yohai, V.J
Formato: Capítulo de libro
Lenguaje:Inglés
Publicado: 2004
Acceso en línea:Registro en Scopus
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Registro en la Biblioteca Digital
Aporte de:Registro referencial: Solicitar el recurso aquí
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100 1 |a García Ben, M. 
245 1 0 |a Quantile-Quantile Plot for Deviance Residuals in the Generalized Linear Model 
260 |c 2004 
270 1 0 |m García Ben, M.; Departamento de Matematicas, Fac. de Ciencias Exactas y Naturales, Ciudad Universitaria, Pabellon 1, 1428 Buenos Aires, Argentina; email: mgben@dm.uba.ar 
506 |2 openaire  |e Política editorial 
504 |a Chambers, J.M., Cleveland, W.S., Kleiner, B., Tukey, P.A., (1983) Graphical Methods for Data Analysis, , Belmont, CA: Wadsworth 
504 |a Chung, K.L., (1974) A Course in Probability Theory, , New York: Academic Press 
504 |a Cox, D.R., Snell, E.J., A General Definition of Residuals (1968) Journal of the Royal Statistical Society, Ser. B, 30, pp. 248-275 
504 |a Davison, A.C., Gigli, A., Deviance Residuals and Normal Scores Plots (1989) Biometrika, 76, pp. 211-221 
504 |a Dunn, P.K., Smyth, G.K., Randomized Quantile Residuals (1996) Journal of Computational and Graphical Statistics, 5, pp. 236-244 
504 |a Fahrmeir, L., Kaufmann, H., Consistency and Asymptotic Normality of the Maximum Likelihood Estimators in Generalized Linear Models (1985) The Annals of Statistics, 14, pp. 342-368 
504 |a Hallon, L., Lanternier, G., Diez, M., Barbagelata, A., Gabe, E., García Ben, M., Casabe, J.H., Neurological Events After Cardiovascular Surgery: Incidence, Prognosis and Risk Factors (1999) Revista Argentina de Cardiología, 67, pp. 617-623 
504 |a Hoaglin, D.C., Using Quantiles to Study Shape (1985) Exploratory Data Tables, Trends and Shapes, pp. 432-439. , eds. D. C. Hoaglin, F. Mosteller, and J. W. Tukey, New York: Wiley 
504 |a Landwehr, J.M., Pregibon, D., Shoemaker, A.C., Graphical Methods for Assessing Logistic Regression Models (1984) Journal of the American Statistical Association, 79, pp. 61-71 
504 |a McCullagh, P., Nelder, J.A., (1989) Generalized Linear Models, , London: Chapman and Hall 
520 3 |a 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.  |l eng 
593 |a Departamento de Matematicas, Fac. de Ciencias Exactas y Naturales, Ciudad Universitaria, Pabellon 1, 1428 Buenos Aires, Argentina 
593 |a Departamento de Matematicas, Fac. de Ciencias Exactas y Naturales, Consejo Nac. Invest. Cie./Tec. A., Argentina 
690 1 0 |a DEVIANCE RESIDUALS DISTRIBUTION 
690 1 0 |a LOGISTIC REGRESSION 
690 1 0 |a PROBABILITY PLOT 
700 1 |a Yohai, V.J. 
773 0 |d 2004  |g v. 13  |h pp. 36-47  |k n. 1  |p J. Comput. Graph. Stat.  |x 10618600  |t Journal of Computational and Graphical Statistics 
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