Open Access
November 2012 Latent residual analysis in binary regression with skewed link
Rafael B. A. Farias, Marcia D. Branco
Braz. J. Probab. Stat. 26(4): 344-357 (November 2012). DOI: 10.1214/11-BJPS143

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.

Citation

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Rafael B. A. Farias. Marcia D. Branco. "Latent residual analysis in binary regression with skewed link." Braz. J. Probab. Stat. 26 (4) 344 - 357, November 2012. https://doi.org/10.1214/11-BJPS143

Information

Published: November 2012
First available in Project Euclid: 3 July 2012

zbMATH: 1319.62151
MathSciNet: MR2949083
Digital Object Identifier: 10.1214/11-BJPS143

Keywords: binary regression , MCMC algorithm , residual analysis , skew-probit models

Rights: Copyright © 2012 Brazilian Statistical Association

Vol.26 • No. 4 • November 2012
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