Open AccessLatent residual analysis in binary regression with skewed link
Author(s) -
Rafael Bráz Azevedo Farias,
Márcia D. Branco
Publication year - 2012
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/11-bjps143
Subject(s) - residual , probit model , mathematics , probit , outlier , skew , statistics , logistic regression , logit , binary number , econometrics , regression analysis , ordered probit , computer science , algorithm , telecommunications , arithmetic
Model diagnostics is an integral part of model determination and an important part of the model diagnostics is residual analysis. We adapt and implement residuals considered in the literature for the probit, logistic and skew-probit links under binary regression. New latent residuals for the skew-probit link are proposed here. We have detected the presence of outliers using the residuals proposed here for different models in a simulated dataset and a real medical dataset.CNPqCNPqFAPESP [2007/03598-3]FAPES