A graphical diagnostic for variance functions

Iain Pardoe, R. Dennis Cook

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

Summary This paper proposes diagnostic plots for regression variance functions. It shows how to extend graphical methodology that uses Bayesian sampling for checking the regression mean function to also check the variance function. Plots can be constructed quickly and easily for any model of interest. These plots help to identify model weaknesses and can suggest ways to make improvements. The proposed methodology is illustrated with two examples: a simple linear regression model to fix ideas, and a more complex study involving count data to demonstrate the potential for wide application.

Original languageEnglish (US)
Pages (from-to)241-250
Number of pages10
JournalAustralian and New Zealand Journal of Statistics
Volume49
Issue number3
DOIs
StatePublished - Sep 1 2007

Keywords

  • Bayesian methodology
  • Diagnostic plot
  • Marginal model plot
  • Model criticism
  • Posterior predictive distribution

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