Model Validation & Diagnosis Main
Main:
- Inference on the regression parameters
- Examine through plots
- Testing
- Multicollinearity
- Diagnose for out lier detcetion
Diagnosis : Detection:
For predictor X:
- Dot plot
- Stem and Leaft plot
- Box Plot
- Sequence Plot(if the observations are time ordered
Diagnostics for Residulas(
Violation of Assumptions:
- Regression funciton is non-Linear
- Non-cosntant variance
- Error terms not independent
- Possibility of Outliers
- None Normal Distribution of errors
- Omissiion of some of the important predictors
Key :
- Avoid the variance of the response value is a linear function
- we would not know if the relation is from mean or vairance(we should see varaince as a constant for the varaince of the resposne value)
- it’s a free for all problem