Brazilian Journal of Probability and Statistics

Latent residual analysis in binary regression with skewed link

Rafael B. A. Farias and Marcia D. Branco

Full-text: Open access

Abstract

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.

Article information

Source
Braz. J. Probab. Stat., Volume 26, Number 4 (2012), 344-357.

Dates
First available in Project Euclid: 3 July 2012

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1341320247

Digital Object Identifier
doi:10.1214/11-BJPS143

Mathematical Reviews number (MathSciNet)
MR2949083

Zentralblatt MATH identifier
1319.62151

Keywords
Binary regression MCMC algorithm residual analysis skew-probit models

Citation

Farias, Rafael B. A.; Branco, Marcia D. Latent residual analysis in binary regression with skewed link. Braz. J. Probab. Stat. 26 (2012), no. 4, 344--357. doi:10.1214/11-BJPS143. https://projecteuclid.org/euclid.bjps/1341320247


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