
Accession Number : ADA302938
Title : Randomized Quantile Residuals.
Descriptive Note : Technical rept.,
Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Dunn, Peter K. ; Smyth, Gordon K.
PDF Url : ADA302938
Report Date : 28 SEP 1995
Pagination or Media Count : 15
Abstract : In this paper we give a general definition of residuals for regression models with independent responses. Our definition produces residuals which are exactly normal, apart from sampling variability in the estimated parameters, by inverting the fitted distribution function for each response value and finding the equivalent standard normal quantile. Our definition includes some randomization to achieve continuous residuals when the response variable is discrete. Quantile residuals are easily computed in computer packages such as SAS, SPlus, GLIM or LispStat, and allow residual analyses to be carried out in many commonly occurring situations in which the customary definitions of residuals fail. Quantile residuals are applied in this paper to three example data sets.
Descriptors : *MATHEMATICAL MODELS, *REGRESSION ANALYSIS, PROBABILITY DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, STATISTICAL DATA, TRANSFORMATIONS(MATHEMATICS), RESIDUALS, APPROXIMATION(MATHEMATICS), SAMPLING, DISCRETE DISTRIBUTION, COVARIANCE, EXPONENTIAL FUNCTIONS, NORMAL DISTRIBUTION, POISSON DENSITY FUNCTIONS, BINOMIALS.
Subject Categories : Statistics and Probability
Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE