Transcription of 6 Dealing with Model Assumption Violations
{{id}} {{{paragraph}}}
Example: marketing
6 Dealing with Model Assumption Violations
6 Dealing with Model Assumption ViolationsIf the regression diagnostics have resulted in the removal of outliers and influential observations, butthe residual and partial residual plots still show that Model assumptions are violated, it is necessaryto make further adjustments either to the Model (including or excluding predictors), or transformingthe response and/or predictors, and/or weighting the measurements, and if this all does not helpswitching to a different Model or estimation method the inclusion or exclusion of predictors do not resolve the concerns about the violation of the modelassumptions further approaches can be on the type of violation different remedies can TransformationsTransformations can help when1. the homoscedasticity Assumption , or2. the linearity Assumption , or3. normalityis HeteroscedasticityIf the Assumption of constant variance is violated, the least squares estimators are still unbiased, butthe Gauss-Markov theorem does not hold anymore, and standardized scores do not have the assumeddistribution, and therefore test results and confidence intervals are unreliable.
6 Dealing with Model Assumption Violations If the regression diagnostics have resulted in the removal of outliers and in uential observations, but the residual and partial residual plots still show that model assumptions are violated, it is necessary to make further adjustments either to the model (including or excluding predictors), or ...
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: