Seminar: Lu Yang

March 18, 2019
Thursday, April 4, 2019 - 3:00pm
209 W Eighteenth Ave (EA), Room 170
Statistics Seminar

Title

Diagnostics for Regression Models with Discrete Outcomes
 

Speaker

Lu Yang, Amsterdam School of Economics, University of Amsterdam

Abstract

Making informed decisions about model adequacy has been an outstanding issue for regression models with discrete outcomes. Standard residuals such as Pearson and deviance residuals for such outcomes often show a large discrepancy from the hypothesized pattern even under the true model and are not informative especially when data are highly discrete. To fill this gap, we propose a surrogate empirical residual distribution function for general discrete (e.g. ordinal and count) outcomes that serves as an alternative to the empirical Cox-Snell residual distribution function. When at least one continuous covariate is available, we show asymptotically that the proposed function converges uniformly to the identity function under the correctly specified model, even with highly discrete (e.g. binary) outcomes. Through simulation studies, we demonstrate empirically that the proposed surrogate empirical residual distribution function is highly effective for various diagnostic tasks, since it is close to the hypothesized pattern under the true model and signifcantly departs from this pattern with model misspecification.
 
Note: Seminars are free and open to the public. Reception to follow.
S M T W T F S
 
1
 
2
 
3
 
4
 
5
 
6
 
7
 
8
 
9
 
10
 
11
 
12
 
13
 
14
 
15
 
16
 
17
 
18
 
19
 
20
 
21
 
22
 
23
 
24
 
25
 
26
 
27
 
28
 
29
 
30